I bought my peanuts pre-roasted, but you can easily roast them (skin them if you're buying them raw) in an oven for 350 degrees for 15 minutes.
Blend the peanuts, sesame seeds, sugar and salt together until combined for about 2 minutes, as the peanut begins to break down. The mixture should like slightly chunky and hold together. Set aside.
Pastry
Combine the butter and flour in a food processor, slightly chopping together until it looks like coarse sand.
Add the beaten egg and the water to the mixture until a dough forms.
You may end up needing a bit more flour if you're dough is too sticky. Add a tablespoon at a time, but don't pass 5 tablespoons.
Cover the dough with saran wrap and allow the dough to rest for 15 minutes. During this time, preheat oven to 355 degrees.
When your dough has finished resting, roll out the dough on a well floured surface with a floured rolling pan. Using a cookie cutter, cut circles out of the dough.
Lay them onto cookie sheet and using a teaspoon of filling, place the filling on the dough and pinch the edges over. You can twist the ends or seal with a fork which will leave decorative marks.
Brush the egg wash onto the cookies and bake for 20 minutes.
Remove from oven and enjoy! Happy Chinese New Year!