It is important to refrigerate the dough after you make it and before trying to roll it. Doing this, I did not have to add more flour and the dough rolled nicely. I cut the dough in half and placed each in plastic wrap (molding it into rectangles in the plastic)and refrigerated it for at least an hour. It is also important to roll the dough on wax paper and then put it in the refrigerator again before trying to cut the cookie slices before baking. I tried one half with the melted butter and the sugar and one without the melted butter. The one without the added butter held together better, so I would skip the additional butter. Egg white might work better to help the pinwheels stay together after you roll them.
The recipe is OK, but I like my traditional pinwheel recipe better.