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First, make the dough. Put all the ingredients and a pinch of salt into a stand mixer and mix on low. When it forms a dough, knead for a couple of mins, then cover with a damp cloth. Leave it overnight or at least 8 hrs in a cool place. If you want to speed up the process, knead for about 10 mins until you have a smooth, pliable dough, then cover and leave to rise for 1 hr.
Put the cherries in a pan with the sloe gin and cherry jam, then bring to a simmer. Leave to cool. Cut the marzipan into 36 thin slices.
Butter a 24cm pie dish with sloping sides or shallow cake tin. On a lightly floured surface, cut the dough into four sections and very briefly knead each one. Keep the pieces you’re not using covered and, one at a time, roll out one piece until it’s about 4mm thick. Cut out circles using a 7cm cutter. Save all the off-cuts in case you need to re-roll them. You’ll need 30-36 circles.
Lay a piece of marzipan on each circle of dough and add a small spoonful of cherry mixture. Fold the circles in half, then bring the two points together like a fortune cookie. Arrange them in the tin, around the edges with the points facing in. Make a second, smaller circle, then, finally, fill the centre. Cover with buttered cling film and leave for 1 hr.
Heat oven to 180C/160C fan/gas 4. Brush the top of the dough with the egg and scatter with the sugar. Bake for 35-40 mins (turn the oven down if the dough browns too much). Cool a little and eat warm. Can be frozen once baked for 2 months. Wrap in foil and reheat from frozen in the oven.