Filling
3 ounces cream cheese, softened
1/3 cup granulated sugar
1 teaspoon vanilla extract
1 cup flaked coconut
1/2 cup chopped nuts

Dough
6 tablespoons butter or margarine, softened
1 cup confectioners sugar
1 egg, lightly beaten
2 (1 ounce) squares unsweetened chocolate, melted and cooled
1 teaspoon vanilla extract
1 1/2 cups self-rising flour

Filling: In a small bowl, beat cream cheese, sugar and 1 teaspoon vanilla extract until smooth. Stir in coconut and nuts; chill.

Dough: In a large mixing bowl, cream butter and confectioners sugar until light and fluffy. Beat in egg, chocolate, and 1 teaspoon vanilla extract until well blended. Stir in flour, blending thoroughly. Knead to form a smooth ball. Shape into a rectangle; wrap in plastic wrap. Chill for 30 minutes.

Roll dough, between 2 pieces of wax paper, into a 14 x 4 x 1/2-inch rectangle; remove the top piece of paper. Shape cream cheese mixture into a 14-inch roll; place on the dough. Roll dough around the filling; seal the edges. Wrap in plastic wrap; refrigerate for 2 hours.

Preheat oven to 375 degrees F. Spray cookie sheets with nonstick vegetable spray.

Cut dough into 1/4-inch slices. Place on prepared cookie sheets. Bake for 8 to 10 minutes or until delicately browned. Cool for 1 minute. Remove from cookie sheets; cool on a wire rack.