For the last 5 years I have only offered things made by myself at Christmas, so it has become a tradition that every Christmas I make cookies and offer them to everyone. That said, I have had to come up with new cookie recipes and pinwheels make a specially nice package. I have tried different dough recipes and last Christmas I made this one which I think came out very nice and crispy. —Maria Teresa Jorge
In a standing mixer fitted with the paddle attachment beat the butter with the icing sugar, salt and the seeds of the vanilla bean until light and fluffy.
Add the eggs, one at a time, only adding the second egg after the first is completely incorporated. Use a rubber spatula to scrape down the sides of the bowl so all the batter is well beaten.
Add the sifted flour and the almond meal and beat until well mixed. Divide the dough into 2 equal parts. Shape 1/2 the dough into a rectangle, flatten it, wrap in plastic film and chill for 1 hour. The second part of the dough put back in the bowl of the mixer and add the cocoa powder and beat until well mixed. Shape the dough into a rectangle, flatten it, wrap in plastic film and chill for 1 hour.
Roll out the white dough between 2 pieces of parchment paper, keeping the rectangle format as much as possible. The dough should be quite thin. Roll out the chocolate dough in the same way. Put the chocolate dough on top of the white dough and lightly run the rolling pin on top so the 2 doughs adhere.
Using the parchment paper as an aid, roll the dough in a log format, rolling from the longest side. Tighten as much as possible as you roll the log.
Sprinkle the coconut on the counter. Roll the log over the coconut so it's well coated with coconut. Wrap in plastic film and freeze for 1 hour. Put the remaining coconut in a bowl and set aside.
Pre-heat the oven to 350ºF. Line two baking sheets with parchment paper.
Remove dough from freezer. Cut the log into 1/4 inch slices (the first and last slices will be very uneven and you can use them to make biscuits for another purpose) and put on the lined baking trays. Sprinkle with the left over coconut and cook for about 12 minutes or until the white dough starts to become slightly golden.
Cool the cookies on a cooling rack. Keep in an air-tight container.