Whip the egg yolks and the sugar together. Beat the cream into whipped cream and carefully stir it into the egg yolks. Add the cognac and the spices. Beat the egg white to stiff peaks and carefully stir it in. Add about 200g of the flour, and let the dough stand, covered, overnight in a cool place.
Add the rest of the flour. Roll out the dough on a surface as lightly floured as possible. (The less flour, the finer the cookies will be.) Roll only a little of the dough at a time and get it as thin as you can. Use a pastry wheel to cut out small diamond shapes. Make a hole in the center of each diamond and push one of the "long" points through the hole. Fry them in deep fat [lard is usually used here] until golden brown.