Hi Miriam,
I was lucky enough to spend a day with Lynnie And Friends making tons of Rugelach before she lost her battle with Cancer. This was her Grandmother's recipe.

Lynnie's Bubbie's Rugelach

Cream together:
4 eggs
1 cup sugar

Add:
1 cup veggie oil
1 cup orange juice (we used frozen)

Then add:
6 cups flour
2 tsp baking powder
that have first been sifted together.

Shape dough into discs inside a large ziplock style bag and refirgerate for a few hours. Roll out in small portions, leaving the rest in the fridge. Sprinkle w/cinnamon sugar, spread desired jam or jelly evenly, sprinkle with chopped nuts. Roll up into cresents starting at large side.

Bake 350deg. for 15 to 20 min. on a greased cookie sheet.

Freeze left overs and freshen in the oven for a few min. if desired. They also have a long "cookie jar" life without seeming to get old. I have never done them in a bread machine but would love to hear the results of your efforts.

Julie