This recipe is from "Martha Stewart's Cookies, published by Clarkson Potter Publishers, New York, in 2008" and the recipe is called "cigarette russes". Mine turned out alot fatter, so they look more like cigars. You have to make a few before you get the hang of it, but however they look, they taste great!
Ingredients: 2 cups confectioners' sugar, sifted, 1 1/4 cups all-purpose flour, 1/8 teaspoon salt, 10 1/2 tablespoons unsalted butter, melted, 6 egg whites, lightly beaten, 1 tablespoon heavy cream, 1 teaspoon vanilla extract, 4 ounces bittersweet chocolate, finely chopped (I used 1/2 cup chocolate chips), 2 teaspoons vegetable oil (or shortening), finely chopped nuts, for rolling, if desired.
Instructions: In mixing bowl, combine confectioners' sugar, flour and salt; make a well in center and add butter, egg whites, cream and vanilla. Combine well and refrigerate, covered, at least 2 hours, or overnight.
Preheat oven to 425 degrees. Line baking sheets with parchment paper. Spoon a heaping tablespoon of batter onto baking sheet and spread with a spatula into a very thin 6x3 1/2 inch oval. Repeat, making two more ovals (total of 3 on one pan). Bake just until brown around edges, about 4-6 minutes.
When cookies come out of oven, using a spatula, quickly transfer cookies to a work surface; roll around a chopstick or a thin wooden dowel, forming a cylinder shape. Place on cooling rack and repeat with other cookies. If they become hard too quickly, return to oven for 30 seconds, then try again.
As cookies are cooling, melt chocolate and shortening in microwave(I used a coffee cup), about one minute, stirring until chocolate is melted. Tilt coffee cup on its side with one hand (be careful not to let it drip out) and dip tips of cookies into chocolate rotating to completely cover the end. If desired, proceed to roll into chopped nuts. Place back on cooling racks, letting the chocolate-dipped end to hang over the edge. Allow a few minutes for cookies to set.
Cookies may be stored between layers of waxed paper in an airtight container at room temperature up to 3 days (they will be eaten before that).
Makes about 3 dozen cookie rolls.