Directions

1. To Make Filling: Beat cream cheese, 1/3 cup sugar and vanilla until soft and smooth. Add coconut and nuts. Chill.
2. To Make Dough: Beat butter until softened. Add half of flour. Then add 1 cup sugar, cocoa, egg, milk, and baking soda. Beat until combined. Work in the rest of the flour. Chill dough until firm enough to roll.
3. Place dough between 2 sheets of waxed paper. With rolling pin roll dough in a rectangle 14 x 6 inches. Remove top sheet of waxed paper.
4. Remove filling from refrigerator and shape into a roll 14 inches long. Place filling on top of dough. Start on one end and roll dough around filling (like rolling up a rug) . Moisten and pinch edges together. Cut roll in half. Wrap in waxed paper and refrigerate for two days.
5. Cut into 1/4 inch slices (using a very sharp knife or waxed dental floss). Put on greased cookie sheets and bake at 375 degrees F (190 degrees C) for 8 to 10 minutes. Cool on sheet for about 1 minute and then finish cooling on racks.