In a small saucepan over medium heat, combine the dried apricots with the 3/4 cup of water. bring to a boil, then stir in the sugar. Cover the pan and simmer for about 15 minutes, or until apricots are tender. Puree the mixture in a food processor or press through a sieve. Set aside to cool.
Measure flour into a large bowl, cut in the margarine until the mixture is like fine meal. Combine the cold water and vinegar, sprinkle over the flour mixture. Gather the dough into a ball, flatten slightly, then wrap with plastic wrap and chill for at least 1 hour.
Preheat the oven to 425 degrees F (210 degrees C). On a lightly floured surface, roll the dough out, one half at a time, to form a 12x9 inch rectangle. Cut into 3 inch squares using a knife or pizza wheel. Make a 1 1/4 inch slit at each corner of the squares, going in towards the center. Place one teaspoon of apricot filling into the center of each square. Fold every other tip from the corners into the middle to form the pinwheel design. Press down firmly in the center to seal. Place onto ungreased baking sheets and brush with a mixture of the egg yolk and milk. Sprinkle with finely chopped pecans if desired.
Bake for 10 to 12 minutes in the preheated oven. Allow cookies to cool on baking sheet for 5 minutes before removing to a wire rack to cool completely.