Cut the pastry into pie-shaped wedges. A pizza cutter makes it easier to cut the dough into pie-shaped wedges, but a knife can be used too. For bite-size and nice looking rugelach, the thick end of the wedge should about an 1 to 1 1/2 inch wide. If you use too much filling, it will fall out when you roll up the dough and result in messy looking cookies.