First，make the oil dough, oil filling and sesame/cheese filling:
1. to make the oil dough: 165 grams of flour and 45 grams of vegetable oil, mix them well; add warm water to form a dough. Place the dough in a dish, cover it with plastic wrap, and set it aside to rest.
2. to make the oil filling: Mix 135 grams of flour with 60 grams of vegetable oil to form a dough. Place the dough in a dish, cover it with plastic wrap, and set it aside to rest.
3. to prepare the filling: Melt butter in a small pot, add flour and stir until combined. Turn off the heat and add sesame seeds (add sugar if prefer sweet), mix well. Place the mixture in a small bowl, cover it with plastic wrap after it cools slightly, and put it in the refrigerator to solidify.
If you're using a cheese filling, just prepare shredded cheese (I used pre-packaged Cheddar Cheese strips, so I simply broke them into smaller pieces).
Second, make the cookies:
1. Gently knead the rested oil dough until the surface is smooth. Divide it into 12 small portions, shape each into a small round ball, and place them in a corner of the work surface. Cover with plastic wrap to prevent them from drying out.
2. Divide the rested oil filling into 12 small portions. Roll each portion into a small ball using your palm and place them in a corner of the work surface. Cover with plastic wrap to prevent them from drying out.
3. Take a piece of oil dough and flatten it out with your hands, then roll it into a round disc, similar to rolling dumpling wrappers；
Place a small ball of oil filling in the center of the disc, then fold and seal the edges around the filling, like you would when making buns；
Flatten the filled dough, then roll it into a long strip；
Roll the strip from bottom to top, like a卷饼 (Chinese pancake), ensuring that the layers are tightly rolled to increase the number of layers in the finished cookie；
Set the rolled dough aside, cover it with plastic wrap to prevent it from drying out.
Take out the filling from the refrigerator and start assembling：
Flatten each small roll, then roll it out into a long, thin strip；
Roll the strip back up to form a spiral shape, which helps to increase the number of layers in the cookie；
Pinch the ends of the roll together to connect them, then flatten it out and roll it into a dumpling wrapper shape；
Place a suitable amount of filling in the center and wrap it up like you would with a bun；
Gently flatten the wrapped dough into a small, round cookie shape.
This completes one cookie.
Third, for the final step, bake the cookies at 160°C (320°F) for 30 minutes.
