In a large bowl, combine flour, sugar, yeast and salt.
Stir in buttermilk (or milk) (NOT hot!) and vegetable oil.
Mix until dough ball forms.
Transfer the dough on lightly floured surface and knead for a minute to make a smooth ball.
Cover with the bowl and let rest for about 30 minutes.
Divide the dough into 4 equal parts and knead into smooth balls.
Working with each dough ball one at a time, roll them into a thin 11-inch circles.
Spread the filling of your choice (about 3-4 tablespoons of Nutella in my case) on each circle, if you want with filling. Then cut it into 12 equal wedges, as if you’re cutting a pizza. (If using dry filling like raisins, place it in the wide end of the wedge.)
Roll the triangles into a spiral, not too tight, but not too loose either.
Arrange the rolls on a baking sheet, lined with parchment paper or silicone mat.
Rest for about 20 minutes to rise.
Meanwhile, preheat the oven to 350°F (177°C).
Bake the rugelach for about 20 minutes, or until nice and golden brown.
Cool completely before serving.
Store cooled pastry in an airtight container for up to 3 days. These also freeze well. To freeze, place the rugelach in a freezer bag and freeze for up to 2 months. Bring it to room temperature before serving.