Place a double boiler containing 1 inch (2.5 cm) of water (in the bottom pan) over medium heat. Bring the water to a boil. Break up the chocolate into 1-inch (2.5-cm) pieces and place the pieces, along with the butter, in the upper pan of the double boiler.

(If you don’t have a double boiler, you can just microwave the chocolate and butter on low for 5 to 8 minutes, stirring the mix every 2 minutes, until melted.)

Allow the chocolate and butter to melt together and then transfer the mixture to a room-temperature large mixing bowl. Stir well and add the PX sherry.

Add the cookies, nuts, raisins, and vanilla extract to the chocolate mixture and stir well, making a dough.

Cover the bowl and refrigerate the dough for 1 hour to overnight.

(The cookies will absorb all the liquid.)

Place a large piece of parchment paper on your counter. Place ½ of the dough on the paper and reserve the other ½ in the refrigerator.

Spread the dough out across the paper. Using the paper to help you roll, shape the dough into a compact “sausage” shape.

Repeat the process with the other ½ of the dough and set both rolls of dough in the refrigerator to chill for at least 1 hour to harden.

Place a fresh sheet of parchment paper on the counter. Pour the confectioners’ sugar on it.

Roll the “sausages” in the confectioners’ sugar until completely coated.

Slice the “sausages” on the bias into 1-inch to 2-inch rounds.

Transfer to a platter and serve chilled.