I just finished rolling out the rugelach dough and it was one nasty challenge. Julia Child's recipe for at least the dough part did not beat out the Martha Stewart recipe that I typically use. Well the little gems are in the refrigerator for the next few hours to harden up. Believe you me, they need it. If I would have put them directly in the oven we would have had flatten rugelach: they would have spread all over the baking pan.
Also here is Dorie Greenspan's interview on about rugelach and baking the gems-click here