Kolacky pop open in the oven when they have too much filling, the dough was chilled before baking, or they are not properly sealed. A firm press to seal should do the trick but others swear by a little bit of water or egg wash. This dough is flakey and if chilled, it will puff excessively like puff pastry in the oven. Sometimes this is desirable, but here we want those cookies to stay shut!