While you are getting the ingredients ready for the filling take your dough out to let it become a little soft, otherwise it is too hard to roll out.
Preheat the oven to 350.
You can use greased cookie sheets, or cookie sheets lined with Silpat baking mats. ( If you do not have one and you like to bake, run to the nearest store, they are great because nothing sticks to them!)
On a lightly floured surface, take one piece of dough and toll it out. Now this is where I like to take the easy way out, I roll my dough into a little bit of a rectangle so that I can add my filling an roll up like a cinnamon roll, which I then chill and then cut into pieces.
Repeat with remaining dough and filling.
Put the cookies onto the baking sheet and then place them back into the refrigerator to chill. I think it helps them hold their shape better.
Wash with an egg wash and sprinkle with sugar.
Take one log, cut into about one inch pieces and bake for recommended time.
Bake at 350 F for 20 minutes.
Watch the cookies because your oven could be hotter or cooler.
Bake until golden brown and then remove from pan to cool.