Make the Dough

1. Mix (dry ingredients) flour, sugar, salt, and baking powder in a medium bowl. Mix with a whisk until incorporated. Add the beaten egg and zest, mix, then slowly incorporate the butter chunks. Mix until incorporated (the dough will be pretty “rough” at this point). 
2. Turn the dough onto a lightly floured work surface and gather it into a ball. Form the dough into two equal portions.
3. Wrap each disk tightly in plastic wrap, and refrigerate for at least 30 minutes (up to 24 hours). Remove the dough from the refrigerator 30 minutes before rolling it out if refrigerated a day in advance. 

Make the filling

1. Place the figs in a bowl and cover them with warm water (not hot). Let them sit for 30 minutes, then drain and squeeze out any excess water, and set aside.
2. Place the nuts, spices, and salt in a food processor and pulse to large crumbs. Transfer to a large bowl and set aside. Pulse enough to form a thick paste, but not smooth nut butter. You still want tiny nut pieces. 
3. Add the figs, raisins, candied orange, marmalade, and marsala wine in the food processor and pulse until combined. The mixture will be thick and sticky.
4. Add the dried fruit mixture to the large bowl with the mixed nut mixture. Mix everything with a wooden spoon until combined. It will resemble a thick paste. 

Roll out the dough 

1. Preheat the oven to 350F (180C) and line a large baking tray with parchment paper.
2. Lightly dust a clean work surface with flour. Roll 1 dough ball out into a rough rectangle about 8×13 inches and ½cm (¼ inch) thick. Use a knife to trim the edges, leaving you with a neat rectangle shape. Cut the rectangle in half, so you have two pieces. 

Fill Cookies 

1. Add 1/4 of the filling to one end of the rectangles, forming it into a log. Roll the pastry dough over the filling until it overlaps at the seam. Trim off any excess pastry dough off the ends. 
2. Cut the log into 1¼-inch thick slices and place cookies seam-side down on the prepared baking sheet about 1 inch apart. Repeat with the other half of the rolled-out dough and 1/4 of the filling. 
3. Bake for 18-20 minutes, then transfer to a cooling rack.
4. Repeat the same process with the other dough ball and the remaining filling.

Make the glaze

1. In a small bowl, combine the powdered sugar and milk until completely smooth.
2. Dip the cooled cookies in the glaze and then dip them in a bowl with the sprinkles. Enjoy!