Our family has a similar one Slovak Rolls, Kolach Rolls. These come from my Slovak Grandmother and were enjoyed at Christmas and other times of the year. Rich yeast dough rolled with fillings of walnut or popy seeds.
THESE are the most wonderful cookies. My grandmother always made these, they are not like the mexican wedding cookies or others you see with pecan, these are so much better! Christmas is not christmas without these in our house!