And it has many names, "dammsugare" just happens to be most widely used one. "Punschrulle" is also quite common, getting it's name from the liqueur used to flavor the filling. Punsch, as I've written before, is made from arrak and very sweet. If you can't find it, try using something like Amaretto or Frangelico instead - won't be the same, but it'll be really good.
It's impossible to give exact measures here. A lot depends on the type of crumbs you use. I had biscotti crumbs, but if you use something like pound cake, you're getting a much softer texture and might need less alcohol and more sugar to firm it up. My advice is to have extra of everything, and add more as you go along to get a good, firm, rollable texture.
I made marzipan from almond paste, some glucose and powdered sugar, but it's easier to buy ready-made and ready-colored marzipan. You will need about 300-350 g - I ran out and had to throw out the extra filling.
about 40 cookies
200 g cake or cookie crumbs (as long as they're neutral in flavor, use anything)
150 g butter, softened
3 tbsp cocoa powder
2 tbsp powdered sugar
2 tbsp punsch liqueur
marzipan, see above
150 g dark chocolate, melted
Start by placing the crumbs in a bowl - a regular bowl if you're doing this by hand or with handheld beaters, or in the bowl of your Kitchen-Aid if you have one. Mix in the butter, and then cocoa, powdered sugar and punsch. You need a fairly firm dough, that can easily be shaped, so add ingredients accordingly - and taste it, too.
Roll out thin logs of the dough, and place in the fridge to firm up. Roll out the marzipan and shape it around the dough logs. Place them with the seam-side down, and cut into smaller lengths.
Dip the ends in melted chocolate, and something more if you like - I used some colored sugar, but sprinkles, crushed nuts or coconut would also be nice.
Keep them in a cool place. And if you can stand it, they're better the day after they're made...