Mix up the dough ingredients then let the dough chill. Meanwhile, blend together the filling ingredients to a smooth paste.
Roll the dough into a long rectangle. Try to make the filing an even thickness and the same length as the outer dough.
Seal the two edges around the filling and place the join to the bottom. Then cut the log into wide slilces.
Bake until they are just starting to go brown at the edge. Leave to cool completely.
Top each cookie with a simple lemon frosting and drizzle on some colored sprinkles (nonpareils).
Perfect to enjoy during the festive season (or whenever you want to make an excuse!)