This recipe adapted from  America's Test Kitchen Pinwheel Cookies.  They call for one recipe of Vanilla Icebox Cookies and one Chocolate Icebox Cookies or you can use one half of each  and made 3-4 dozens  cookies.  
Icebox cookies is cookies made from chilled dough from the icebox (here comes the name) or refrigerator or frozen dough. 
Vanilla Icebox Cookies:  
   2¼ cups (11¼ ounces) all-purpose flour
   ½ teaspoon salt
   16 tablespoons (2 sticks) unsalted butter, softened
   ¾ cup (5¼ ounces) granulated sugar
   ½ cup (2 ounces) confectioners’ sugar
   2 large egg yolks
   2 teaspoons vanilla extract
Chocolate Icebox Cookies
Substituted 1/4 cup Dutch-processed cocoa powder for 1/4 cup flour.  Add 2 ounces melt and cooled semisweet chocolate to the dough after egg yolks and vanilla are mixed well.
  1. Whisk flour and salt together in a bowl.  In a large bowl, use an electric handheld mixer , beat butter and sugar together on med-high speed until light and fluffy, about 5 minutes.  Beat in egg yolks and vanilla until uniform, about 30 seconds. Scraping down the bowl sides and beaters as needed.  Reduce the mixer speed to slow and slowly add the flour mixture until just combined, about 30 second.  Give the dough a final mix with a spatula. Transfer the dough onto a plastic wrap or parchment paper and knead gently about 1 minute. Form the dough into a ball, cover and chill in the fridge.
  2. Repeat step one with chocolate Icebox Cookies.  Mix chocolate, flour and salt well in a bowl.  Beat butter with sugar, egg yolks, and vanilla as Vanilla dough in step 1.  Then beat in melt, cool chocolate until blended well before adding flour.  Form the chocolate dough into a ball and chill in the fridge.
  3. Remove vanilla dough from the fridge and roll into 12 inch squares  between two layers of parchment paper or plastic wrap,set aside. Remove chocolate dough from the fridge and roll into 12 inch square.  Stack chocolate on top of vanilla dough, gently roll on the top to make the doughs adhere.  Trim the dough in a tidy 12 inch square with a knife or pizza cutter and roll in a tight 12 inch roll.   Wrap tight in a plastic wrap and refrigerate until firm, about 2 hours or overnight. The dough can be wrapped and frozen at this time.  
  4. Preheat oven to 325 oF with oven racks at upper-middle and  lower middle position.  Line two baking sheets with parchment paper or silicon liner.
  5. Careful slice the chilled dough into 1/4 inch slices and  lay cookies on prepared sheets 3/4 in apart.  Bake until the edges begin to brown 12-15 minutes.  Switch and rotate the baking sheets halfway through baking. or you can bake one sheet at a time.
  6. Let cookies cool on baking sheets for 3 minutes, then transfer to a wire rack to cool completely before serving or storing.
*Note:
  • If the dough becomes too soft during rolling or cutting, transfer it to the fridge until firm and easy to handle about 15-20 minutes.
  • If you have some difficult while rolling the dough, lift up the parchment paper or plastic wrap to use it for leverage. 
  • In step 3, you can flip the dough so chocolate layer will be outside or cut the dough into 2 equal rectangles and roll into 2 logs-one with vanilla dough outside and one with vanilla inside.
  • Cookies are baked and brown faster in dark baking sheets than aluminum ones.  
  • When rolling the dough out, fold a portion of parchment paper or plastic over the top of the dough and use its fold as a guide to keep the dough edge straight during rolling.  Repeat with other edges of the dough.