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In a large mixing bowl (of a stand mixer) with the dough hook attachment, add all the ingredients for the dough together and beat on medium speed until a ball of dough is formed.
Remove from the bowl, and knead the dough a few times on a wooden board. Place the ball of dough in a bowl, cover with plastic wrap and allow to rest for about 30 minutes. While waiting, you can make the chestnut filling.
Place of all the ingredients for the filling in a food processor.
Process until smooth.
Place in a pastry bag with the bottom cut off.
Heat the air fryer to 425° F (220° C). My oven has a super convection mode.
Divide the dough into 3½ ounces (100-gram) pieces, this is approximately one-eighth of the dough. Work with one piece of dough while keeping the rest covered.
Flatten the piece so that it fits in the widest setting of your pasta roller.
Start at the widest setting of your pasta roller and begin to thread the dough through the rollers. Fold the piece of dough and pass it through again. Repeat this process 6-8 times (at the widest setting) to remove the air pockets in the dough.
Begin to reduce the thickness until you reach number The higher the number, the thinner the dough. Stretch the dough to a minimum width of 3½ inches wide.
Place the dough on a wooden board. No need to flour the board.
Pipe about a teaspoon of the pureed chestnut mixture at 2-inch increments at the center of the dough. Fold over the top portion of dough over the filling while pushing out the air pockets.
With a serrated cutter, cut each mini calzone into a rectangle, roughly 1 x 2½ inches. Gently press the top of the cookie.
Carefully place them in the air fryer basket.
Air fry at 425° F (220° C) for about 4½ minutes or until golden and puffy looking. Remove from the oven and place on a cookie rack to cool completely.
Continue in this manner until all the dough and filling has gone through this process.
Dust with icing sugar just before serving.