Start by making the dough. Place the butter, sugar, and vanilla sugar in a bowl and mix until creamy. Add the egg yolk and mix until fully incorporated.
Add the flour, salt, and cocoa powder all at once and knead until you have a smooth cookie dough.
Divide the dough into 2 portions. It’s easier to make 2 rolls than 1 very long one. Roll out one portion into a rectangle measuring about 35 x 28 cm (14 x 11 inch) and about ½ cm thick (trim the edges if needed for a neat rectangle). Do this on a sheet of plastic wrap, which will make rolling up the dough much easier later.
You can also roll the dough into a smaller rectangle if you prefer larger cookies. I like making smaller cookies; with these dimensions, the finished cookies are about 5 cm / 2-inches in diameter.
Spread the peanut butter evenly over the dough, leaving one long edge uncovered. Starting from the long side that is covered with peanut butter, roll up the dough. Begin carefully by hand, then use the plastic wrap to help roll it up. You’ll find that it rolls very easily.
Once the dough is fully rolled up, wrap it tightly in the plastic wrap. Roll it back and forth on your work surface a few times so the seam is well sealed. Refrigerate the dough roll for at least 1 hour. Repeat with the second portion of dough.
Remove the plastic wrap and slice the dough rolls into pieces about 1 cm thick. Place them on a baking sheet lined with parchment paper.
Bake the cookies for 12–14 minutes at 350°F/180°C (conventional oven).
Tips
Be careful not to roll the dough too thin. The peanut butter will squeeze out during rolling, and you'll lose those beautiful, defined swirls.
Leave a bare strip along one long edge of the rolled-out dough; this creates a natural seam that seals the log and keeps the swirl intact as you roll.
Gently rock each assembled dough log back and forth a few times on your work surface to firmly seal the seam and ensure the roll holds together perfectly.
Never skip the chilling of the dough. It firms the dough so you can slice clean, neat rounds without squishing the swirl. For even more convenience, you can prepare the rolled dough a day in advance and simply bake when ready.
How to store
Store in an airtight container at room temperature for up to 2 weeks.