Cigarettes Russes are soft and pliable when they first come out of the oven. You have to prepare these delicate wafers one sheet at a time so that you can quickly roll them around a dowel while they are still warm. 

Ingredients

2 cups confectioners' sugar, sifted

1-1/4 cups all-purpose flour

1/8 teaspoon salt

10-1/2 tablespoons unsalted butter, melted

6 large egg whites, lightly beaten

1 tablespoon heavy cream

teaspoon pure vanilla extract

4 ounces bittersweet chocolate, finely chopped

teaspoons vegetable oil

Finely chopped toasted almonds, for rolling (optional)

Method 

1. Whisk together confectioners' sugar, flour, and salt in a large bowl; make a well in the center. Add butter, egg whites, cream, and vanilla. Stir until well combined. Refrigerate, covered, at least 2 hours or up to overnight.

2. Preheat oven to 425°F. Line two baking sheets with nonstick baking mats (such as Silpats).

3. Make four cookies at once: Spoon a heaping tablespoon of batter onto baking sheet. Using an offset spatula, spread hatter into a very thin 6 by 3-1/2-inch oval. 

4. Repeat, making two more ovals of batter on the sheet. Bake just until brown around edges, about 6 minutes.

5. When cookies come out of the oven, use a long offset spatula to quickly transfer cookies, one at a time, to a work surface; roll around a chopstick or a thin wooden dowel, forming a cylinder shape; transfer to a wire rack, and let cool completely. 

6. Repeat to roll remaining three cookies. If they harden too quickly, return baking sheet to oven for 30 seconds. Repeat with remaining batter.

7. Put chocolate into a heatproof bowl set over a pan of simmering water; stir often until smooth. Stir in oil. Let cool slightly. Dip about 2 inches of each cooled cookie into chocolate. 

8. Roll dipped edge in chopped nuts, if desired. Transfer to a wire rack, placing dipped section off the edge, to set. Cookies can be stored between layers of waxed paper in an airtight container at room temperature up to 3 days.