Take out one section of cookie dough at a time, leave the rest in the fridge until ready to roll. It's important the dough stays chilled and you work with it quickly.
Divide the dough into sections, about 1 to 1.5 inch ball size.
Roll the dough using as little of the sugar rolling mixture as possible. You want the dough to be about 2.5 to 3 inches in diameter.
Add about 1 tablespoon of nut filling and roll it up in the dough.
Make sure to tuck all seams under the cookie.
Roll the cookie in the sugar mixture. Place on a parchment lined cookie sheet. Don't overcrowd the sheet.
Bake at 400℉ for 8 to 9 minutes, watching closely so as not to burn the cookies. You want them to be just starting to golden.
Once cooked, remove immediately from the cookie sheet and cool.