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To make the cookies: In a medium-sized mixing bowl, beat together the butter or shortening, water (if you're using it), sugar, salt, and flavorings until light and fluffy.
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Add the remaining ingredients and mix until a cohesive dough forms.
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Divide the dough in half, wrap it well, and refrigerate it for 1 hour.
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To make the filling: Place all of the ingredients in a small saucepan, and bring to a boil while stirring constantly. When the mixture thickens, remove it from the heat. Refrigerate until cold.
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Preheat the oven to 375°F. Prepare several parchment-lined or greased baking sheets.
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To assemble the hamantaschen: Working with one half of the dough at a time, flour it thoroughly, and roll it into a 16" x 18" rectangle approximately 1/8" to 1/4" thick.
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Cut the dough into circles with a 3 1/2" round cutter. Place the circles on the prepared baking sheets, and place a rounded teaspoonful of filling in the center of each circle.
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Brush the edges of the dough with the reserved egg yolk, which you've beaten with 1 tablespoon water.
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Now, imagine the circle as a triangle; bring three of the "sides" together to meet in the center, forming what looks like an old-fashioned tricorne hat. Pinch the edges together to seal.
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Bake the hamantaschen for 12 to 14 minutes, until lightly browned on the bottom and edges. Transfer them to a wire rack to cool; they'll firm up and become crisp as they cool.
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Store covered at room temperature for up to 5 days, or freeze for up to a month.