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