Preheat oven to 350°F and arrange oven racks so they're at the top third and bottom third of the oven.
About 30 minutes prior to rolling your dough, take the dough out of the fridge and let come to room temperature.
Lightly dust your counter and rolling pin with flour and roll the dough to about ¼" thick. If the dough is still slightly chilled it might be crumbly — knead it with your hands on the counter bit until it softens up.Use a 3½" round cookie cutter to cut dough rounds. Knead any scraps briefly to recombine, then wrap in plastic and return to the fridge to chill slightly.
Arrange the dough rounds on a cookie sheet lined with a silicone baking mat. Scoop 1½" teaspoon chocolate halva filling into the center of each round.
Make an egg wash by whisking together 1 egg with a pinch of salt and splash of water. Brush around the filling on the surface of each cookie.
Fold the sides of each circle up into a triangular shape, pinching to firmly seal the edges shut. If there are gaps of air inside the cookie that's okay — the filling will melt and fill in as they bake.
Brush the outside surfaces and edges of the cookies with the egg wash.
Repeat until all the dough and filling has been used up. You may need more than one cookie sheet. Chill in the refrigerator (not freezer) for at least 20 minutes.
Bake for 18-22 minutes, rotating the baking sheets and moving the sheets from one rack to the other halfway through.
Let the finished cookies cool on the pan for 5-10 minutes before transferring to a wire rack to cool completely.