1. Add the butter, sugar, vanilla extract, and salt to a large bowl and mix until well combined. Add the heavy cream and mix to combine. Add the flour and mix until just combined – the dough should be soft and not stick to your hands. Divide into two equal portions and wrap each into plastic wrap and place in the fridge for at least 2 hours or overnight.

2. For the filling add the ground hazelnuts, sugar, cinnamon, and salt to a small bowl and mix to combine. Melt the butter and add together with the hot water to the bowl – mix until you get a smooth spreadable paste. Set aside.

3. Preheat the oven to 350°F (180°C). Line a baking sheet with baking parchment and set aside. Roll out one dough portion (keep the second one in the fridge) on a floured surface into a circle with a diameter of about 12 inches (30cm). Spread half of the hazelnut filling on top of the dough and cut the circle into 16 equal-sized wedges like a pizza. Roll them up from the edges to the center and place the rugelach you just rolled up with the loose dough end down and some space in between on the prepared baking sheet. Brush with some milk and bake for 25-28 minutes until evenly golden brown. Take out of the oven and transfer to a cooling rack. Repeat with the second dough portion. Dust the cooled rugelach with some confectioners’ sugar (optional). Store in an airtight container.