Step 1: Grease a large bowl with shortening set aside.
Step 2: In a large mixing bowl, add first 6 ingredients and mix on low to medium speed for about 2 minutes.
Step 3: Add the all-purpose flour and powdered milk; beat for 2 minutes more. Stir in the bread flour and mix well. (You may need to add a little more flour if the batter is too sticky).
Step 4: Add the dough to a lightly floured surface and knead the dough for about 10 minutes.
Step 5: Form the dough into a smooth ball and place it into the greased bowl, turning the dough over so that both sides are greased. Cover with a piece of plastic wrap. Let dough rise in a warm place until doubled; approximately can take 1-2 hours depending on the warmth of the area.
Step 6: Line 2 large cookie sheets with parchment paper; set aside.
Step 7: Punch down the dough. Divide the dough in half.
Step 8: On a lightly floured surface, roll out half of the dough to ¼ inches thick. Use a glass or a cookie cutter that is 3-4 inches in diameter and cut out rounds of dough as closely as possible.
Step 9: Place cut-out rounds onto the parchment lined cookie sheets about 1-2 inches apart. Cover with a towel and let sit in a warm place for about 40-45 minutes.
Step 10: Repeat with the other half of dough.
Step 11: Make a well or depression in the center of each piece of dough round. I use the back of a rounded cookie scooper or you can use your fingers to make a small well. Fill each indent with 1 Tablespoon of apricot filling.
Step 12: Brush around the tops and sides of the pastry with 1 beaten egg. Set in a warm place and let rise for another 15-20 minutes; uncovered.
Step 13: Preheat oven to 325 degrees.
Step 14: Bake kolacky at 325 degrees for approximately 25-30 minutes. Remove pastries from baking sheets and cool on racks. Drizzle glaze over the kolacky, while warm but, not hot.
Step 15: Glaze: Stir milk into sugar and mix until creamy. Add vanilla. Drizzle over pastries. You can add more confectioners' sugar to make it thicker, or thin it with a little milk or water.
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