I have made rugelach quite a few times with different recipes. For me, the trick is to only work with enough dough that it stays cold until I have put it on the pan. So I usually work with small amounts, like Dorie recommends in this recipe.
I made one batch with the filling that Dorie recommends, and one with Nutella and almonds (I saw some of the other TWD bloggers recommend this filling so I had to try it, anything with Nutella is good). Both the raspberry and nutella cookies were good, but they were a bit dry. Next time I will cook them a bit less, this time I had them in for 22 minutes.
23 hours ago