This is a Hungarian biscuit called kifli, traditionally made in a crescent shape and dipped in chocolate.
For those who have no vanilla sugar, see note below from Allrecipes! vanilla sugar Wonderfully fragrant and flavorful sugar made by burying vanilla beans in granulated or confectioners' sugar-usually in the proportion of two beans for each pound of sugar. The mixture is stored in an airtight container for about a week before the vanilla bean is removed. The result is a delicious and perfumy sugar that can be used as an ingredient or decoration for baked goods, fruit and other desserts. Vanilla beans may be reused in this fashion for up to 6 months. - 08 Oct 2008 (Review from Allrecipes USA and Canada)
These were really easy to make for my 6 year old daughter and I. We went a little overboard with the melted chocolate... we dipped each cookie until it was half covered!!! We also made our own vanilla sugar: 1/2 cup white sugar, 1/4 tsp vanilla extract in a freezer bag. we let the mixture dry while the dough was sitting. The sugar became clumpy, so we crushed it back to granulated form. It worked perfectly! Great recipe! - 02 Jan 2009 (Review from Allrecipes USA and Canada)
These were great and easy to make - 21 Jan 2008 (Review from Allrecipes USA and Canada)