In a large bowl, whisk together the flour, sugar, and salt. Grate the butter using the large holes of a box grater directly into the bowl. With your fingers, work in and thoroughly coat the butter shreds. Combine the vanilla and wine and gradually stir the liquid into the dry ingredients until the dough just holds together when you squeeze a handful (you will likely have a tablespoon or so wine mixture leftover).

Divide the dough into three equal balls. Roll one ball on a lightly floured surface or between two sheets of lightly floured wax paper to an approximate 10-by-10-inch square, squaring off the edges to keep it even. Repeat with the remaining dough balls. (If your dough is too sticky to work with, gently work in a little more flour before rolling.)

Place dough squares between sheets of wax paper, wrap, and chill at least a few hours or up to two days.

In a small food processor, process the chocolate chips to small pebble-sized pieces. Add the cocoa powder and cayenne, and pulse a few more times to mix well.

Transfer the chocolate mixture to a bowl, and work in the honey a few tablespoons at a time just until the mixture is moistened and sticks together when squeezed. It should not be gooey.

Preheat the oven to 400°F. Line two baking sheets with parchment paper and set aside.

Remove one dough sheet from the refrigerator, and transfer to a lightly floured surface. Gently re-roll to the 10-by-10-inch size as needed.

Working quickly to prevent the dough from getting too soft, cut the dough into five 2-inch bands.

Form about 1 tablespoon of filling into a thin craggy line along one long edge of a dough strip so that the chocolate extends to within 1/4- to 1/2-inch of each end. Roll the dough snugly around the filling, tucking the filling in as you roll and pinching firmly to seal the seam and ends. Don’t overfill—if you need to stretch the dough to cover the filling, use a little less filling (stretched dough will be more likely to pop open during baking).

Cut the roll in half crosswise to create two sticks, and pinch to seal the cut ends (you can borrow some dough from the other end if needed for patching). Gently roll each cookie on the counter to even the shape and ensure the seam is sealed.

Transfer to the baking sheet, seam side down. Repeat with the remaining dough strips and then the remaining dough sheets. Sprinkle the rolled cookies lightly with sea salt, pressing gently if needed to help it adhere. Freeze the pastries about 30 minutes.

Bake for 10 to 14 minutes, until the tips are just beginning to turn light golden brown and the bottoms are lightly golden.

Let cool a few minutes, then dust with cocoa powder. Store cooled pastries in an airtight container.