Preheat oven to 350°F (180°C). Line rimmed baking sheets with parchment paper.

In a medium bowl, stir together walnuts, prunes, and granulated sugar. Stir in honey, orange juice, and cinnamon.

Divide Rugelach Dough into 4 portions (about 181 grams each). On a lightly floured surface, roll one portion of dough into a 12x6-inch rectangle, with one long side closest to you. (Keep remaining dough refrigerated until ready to use.) Spread one-fourth of walnut mixture (about ½ cup or 110 grams) in an even layer onto dough, leaving a ½-inch border on one long side. Starting with long side opposite border, carefully roll up dough into a log. Using a sharp knife, cut log crosswise into 1-inch-thick slices. Place 1½ inches apart on prepared pans. Repeat procedure with remaining dough and remaining filling.

In a small bowl, whisk together egg and 1 tablespoon (15 grams) water. Brush onto rugelach.

Bake until golden brown, 20 to 25 minutes. Let cool on pans for 10 minutes. Remove from pans, and let cool completely on wire racks. Dust with confectioners’ sugar. Store in an airtight container for up to 5 days.