Also known as cuccidati or turtigliuna, buccellati are Sicily's best-known Christmas cookie. Martha fills the buttery dough with a delicious combination of figs, pecans, and raisins.
Dough: In a food processor, pulse together flour, granulated sugar, baking powder, and salt. Add butter and pulse until the largest pieces are the size of peas. Add eggs, 1 tablespoon milk, vanilla, and orange zest; pulse until a dough forms. If dough seems dry, add remaining 1 tablespoon milk.
Divide dough in half. Shape each half into a rectangle, wrap in plastic, and refrigerate until firm, about 2 hours.
Filling: In a food processor, pulse together figs, raisins, honey, brandy, cinnamon, cloves, nutmeg, orange zest, vanilla, and salt until a thick paste forms. Transfer paste to a bowl and stir in pecans. Measure a heaping 1/4 cup of filling, place on a piece of plastic wrap, and roll into a log about 10 inches long. Freeze until firm. Repeat process with remaining filling (you should have 10 logs).
Working with one rectangle of dough at a time, place dough on a lightly floured sheet of parchment. Roll out dough to a 15-by-10-inch rectangle, a scant 1/4 inch thick. Transfer parchment to a baking sheet; refrigerate 30 minutes. Repeat process with remaining dough.
Cut each rectangle of dough crosswise into five 3-inch-wide strips. Position one strip of dough on work surface with long sides parallel to edge of work surface. Place one log of filling along the upper edge of the long side of each strip. Fold remaining dough over filling to enclose. Transfer to a parchment-lined baking sheet, seam-side down. Refrigerate until chilled, about 30 minutes. Repeat process with remaining dough and filling.
Preheat oven to 350 degrees. Cut logs into 2-inch pieces. Using a paring knife, make 2 cuts on one side of each piece, being careful not to cut all the way through. Shape each piece into a crescent, with the cuts on the outside of the crescent. Transfer to parchment-lined baking sheets. Bake, rotating halfway through, until bottoms are brown and tops are light golden brown, 18 to 22 minutes. Let cool on sheets on wire racks.
Glaze: Whisk together egg whites and confectioners' sugar until smooth. Mix in vanilla. Transfer to a piping bag fitted with a very small round tip. Pipe glaze over cookies; let stand until set. Glazed cookies can be stored in an airtight container, between sheets of parchment, at room temperature up to 2 days.