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For the filling: In a saucepan combine sugar, flour, and unsweetened cocoa powder.
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Stir in 1/2 cup milk and butter or margarine.
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Cook over medium heat till the mixture is thickened and bubbly. Stir constantly.
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Stir in vanilla. Cool.
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For the dough: In a mixing bowl stir together the biscuit mix and 1/2 cup milk.
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On a well floured surface knead the dough 12 times.
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Roll the dough to 1/8inch thickness.
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Cut dough into twelve inch circles.
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Place 1 tablespoon filling in the center of each circle of dough.
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Brush the edge of the dough with water. Fold the dough over the filling; press the edges together with tines of a fork to seal.
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In a skillet heat 1 inch cooking oil to 375 .
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Fry the pastries for about 2 minutes, or until golden. Turn once.
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Drain on paper towel and sprinkle warm pastries with sifted powdered sugar.