Preheat the oven to 375 degrees. Sift the dry ingredients together in a mixing bowl. Using an electric mixer and a separate bowl, cream together the butter and sugar. Beat in the egg and vanilla. Add the dry ingredients. Mix well.
Let the dough rest 1 hour prior to forming the pillows.
Fit a cookie press with a saw-tooth plate. Fill the press with dough.
On an ungreased cookie sheet, extrude pan-length strips of dough, groove side facing down. Allow 1 inch between each strip. An average cookie sheet should fit 4 strips.
Break the chocolate bar along the grooves. Place the individual chocolate segments (approximately 1 inch), allowing 1/4 of an inch between each chocolate piece. Using the cookies press, extrude another strip of dough over the candy, this time with the groove side up.
At this point, you have many cookies which are all attached. Gently press down the edges to seal if the chocolate is visible. Then use a flat-edged scrapper to make an indentation between each cookie. Do not cut all the way through.
Bake for 12 to 15 minutes. Now cut all the way through using the indentations created with the flat-edged scrapper as your guide. Cool on wire rack. Store in an air-tight container.
Makes 3 dozen.