I had the same problem -- The dough would expand and come apart. But, as you say, they were very flaky, tasty cookies. I like the rugelach dough much better, if I can just figure out how to hold them together. ← Be very careful not to overfill. After the hamantaschen are formed, and egg-washed, and on the cookie sheet, try putting the whole sheet in the refrigerator for 10 minutes of so before baking.