Knead the dough a little until it starts to come together, then add the margarine and knead well for about 10 minutes. Cover with plastic wrap and let rise until doubled in size (first proof).

Add the egg and vanilla extract to the mixture and combine. Sift in the all-purpose flour and gently fold together with a spatula until just combined.

Shape the cookie dough into a log, wrap in plastic wrap, and chill in the refrigerator.

After the first proof, gently punch down the dough, divide into 10 equal pieces, and shape into balls. Let rest for 20 minutes (bench time). After resting, punch down again and reshape into balls.

While the dough is resting, take the cookie dough out of the refrigerator, divide into 10 equal pieces, and roll into balls.

Place a piece of plastic wrap over each cookie dough ball and use a rolling pin to flatten it into a circle.

Place a bread dough ball onto each flattened cookie dough circle and gently wrap the cookie dough around the bread.

Dip the surface in granulated sugar.

You can score a crisscross pattern on top if you like, or leave it plain. Let rise for 40 minutes (second proof). Bake in a preheated oven at 340°F (170°C) for 17 minutes.