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Dump all cookie dough ingredients into a mixer fitted with a paddle attachment. Mix on medium speed until a dough forms.
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Divide the dough into 3 equal parts and shape into discs. Wrap in plastic and refrigerate for at least 1 hour
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In a bowl, mix all the filling ingredients together until smooth, thick, and creamy
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In another bowl make the egg wash by whisking the egg and water together until combined
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Preheat Oven to 300 Degrees Fahrenheit
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After time has elapsed, removed the dough out of the fridge working with one disc at a time.
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On a floured surface, place the dough into the center and with the help of a rolling pin, shape the dough into a rectangle making sure the thickness is as evenly as possible.
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Spoon 1/3 of the filling over the dough leaving a very small border
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Roll dough tightly into a log and cut into 1-inch pieces
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Place cookies on a parchment paper lined cookie sheet
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Brush the surface of the cookies with the egg wash. Sprinkle with a little sugar if desired
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Repeat with the process with the other 2 dough disks
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Bake for 12-15 minutes or until golden brown on top
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Remove from oven and place on a cookie rack to cool
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Enjoy!