Heat oven to 350 degrees. Sift flour. Mix flour and salt, cut in butter. Add water and vanilla. Mix well with a fork. Mix into a dough. Use 1/2 of dough at a time.
Roll out 1/16th of an inch thick on cloth covered board sprinkled with sugar. Cut into 2 1/2 inch squares. Spread 1 level teaspon of fudge filling (see below) in center of each square. Bring corners to center; seal together. Place sealed side up or down on ungreased baking sheet. Bake 15 to 20 minutes. Makes 2 1/2 dozen.
Fudge Filling: Mix thoroughly: 1/4 cup butter or margarine, 1 egg yolk, 1/2 cup sugar, 1 teaspoon vanilla, 1/4 cup cocoa, and 1/2 cup finely chopped nuts or flaked coconuts.