Combine flour, sugar, baking powder, and salt in food processor and process to blend. Add egg and 1 cup water and process with on/off turns to mix. With motor running, gradually add remaining water, about 1/4 cup, adding enough so mixture comes together to a smooth, fairly stiff dough. It will be sticky.
Remove from processor. Knead dough well by slapping vigorously on the work surface. Divide into 6 pieces and knead each one with a slapping motion until smooth. Roll each in your palm to a ball. Put on an oiled plate or tray, cover with plastic wrap, and refrigerate for at least 4 hours or overnight.
Oil working surface and rolling pin. Let margarine stand at room temperature until very soft. Roll out 1 ball of dough on oiled surface to a very thin 12-inch square. To help stretch dough, pull it gently from time to time by hand, until very thin. If dough tears, simply press it together. Spread with a piece of soft margarine.
Fold in half, then in half again to make a long strip. Roll up strip from a short side in a tight cylinder. Repeat with 5 remaining pieces of dough. Put in greased, shallow 8-inch square baking dish. Cover with foil and a lid and refrigerate at least 2 or up to 8 hours.
Preheat oven to 200 F. Bake pastries 13-14 hours or until golden brown. Serve hot.
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