In a large bowl, mix the yeast and water.
Add flour, vanilla sugar, oil, and salt. With your hands (or a mixer), knead everything together for 5 minutes. The dough should be very smooth and not sticky. If it feels dry, then add a tiny drop of water.
Grease the surface of the dough with oil spray, cover it, and let it rest for thirty minutes. The dough should rise a little bit, but it should not double in size.
Preheat the oven to a high heat of 440°F/230°C.
Grease your working surface with oil spray.
Divide the dough into 4 parts.
Spray each part with oil and roll it into a very thin rectangle.
Spread chocolate on each rectangle, and then roll into a tight roll.
Slice the rolls into cookies about 1-inch (2 cm), place on an oven tray lined with parchment paper, and bake for 7 minutes!! Cookies should stay white (they will look almost raw).
Dust with powdered sugar and enjoy!