Mix flour and powdered sugar together in a large bowl or dough bowl.

Cut the butter into smaller pieces and add them to the flour mixture.

Crumb the butter into the flour mixture until the butter is finely distributed and resembles grated parmesan.

Gather the dough with the egg. 

Knead all ingredients together into a uniform dough. Knead for as short a time as possible, stop when the dough comes together.

Divide the dough into two portions.

In one portion of the dough, incorporate cocoa and chili powder.

Now divide each portion of dough into three, so you have a total of 6 portions.

Take one portion of each type of dough.

Roll them thinly into two equally sized squares. 

Beat the egg in a deep plate.

Brush one dough square with the beaten egg.

Place the two dough pieces on top of each other and roll them together like a roulade,

Repeat the process with the remaining dough, so you end up with three dough rolls.

Wrap the rolls in film and place them in the refrigerator until they are completely cold,

Slice the dough into slices with a thickness of 3 millimeters.

Place the cookies on baking sheets lined with baking paper.

Bake them for 6-8 minutes at 200 degrees Celsius (392 degrees Fahrenheit) normal oven (180 degrees Celsius (356 degrees Fahrenheit) convection).

Let the finished cookies cool on a wire rack.