Preheat oven to 325F.
Place the flour, sugar, salt, baking powder, and baking soda in the bowl of a stand mixer. Using the dough hook, mix on slow speed then slowly drizzle in the vanilla, water, and wine. Then add the egg, the olive oil (or butter), and continue to mix until the dough becomes elastic. Allow to rest under a cloth for 10-15 minutes. (If you don't have a mixer, you can do this process by hand, creating a mound of flour on the counter as you might when making pasta.) Add additional flour if the dough is still too sticky.
In a large bowl, combine all of the ingredients for the filling and set aside.
Using a rolling pin, roll the rested dough to about 1/8-inche thick. Then, using either a regular or zigzag pizza cutter, cut down the middle of the dough lengthwise to make strips about 4 inches wide.
Add a thin layer of filling to the middle of each strip of dough. Fold the edges up towards the filling as if you were making a tube, but don't connect the edges. Gently roll the filled strips at one end and into a sprial shape. Place the "roses" in oven and cook for 20-30 minutes or until golden brown.
Finish by heating honey and pouring it on top for a shiny look.