I came across this recipe which might work for you... Roll out the dough as thin as possible. Please let me know how they come out.
Dough:
5 cups flour
2 sticks margarine
2 oz. fresh yeast
3/4 cup sugar
3 eggs (beaten)
2 cups water
Filling:
jam
mixture of 1 cup sugar and 1/3 cup cocoa
Mix yeast with 1 tsp. sugar and 1/2 cup of lukewarm water, until yeast starts bubbling. Mix in rest of ingredients and knead until dough doesn't stick to pan. Cool in refrigerator for at least 2 hours.
Roll dough into a flat sheet. Spread jam on dough and spread sugar, cocoa mixture on top. Cut into triangles and roll starting from the base of the triangle. On a cookie sheet, bake at medium heat (375 deg F, 190 deg C) until golden (25-35 minutes). Makes approximately 40.
I also believe you can give a clear sugar glaze to them while they are still hot.