Preheat the oven to 350ºF.
Place the ball of dough on a lightly floured surface and roll it into a circle that's about 1/8-inch thick. If the dough is too hard to work with, wait few more minutes. It will loosen up as it comes to room temperature.
Spread 1/4 of the Chalvah mixture onto the rolled dough.
Cut the dough into 12 wedges.
Roll each wedge up, starting from the thickest end, until you form a crescent shape.
Repeat the rolling, topping and shaping process with the other three pieces of dough.
Place the rugalach on a parchment paper-lined baking sheet and refrigerate it for 30 minutes. (You can also freeze the rugalach at this point for later use.)
Beat together egg and water, and brush the tops of the rugalach. Sprinkle with dry roasted sesame seeds.
Bake for 18 to 20 minutes or until golden brown. Transfer the rugalach to a cooling rack and let cool completely. Monitor the first batch as your oven might be different than mine.
Store in airtight container.