HEAT oven to 350°F.
BEAT first 5 ingredients in large bowl with mixer until well blended. Mix remaining ingredients, except granulated sugar. Gradually add to pudding mixture, beating just until blended. Divide dough in half. Roll each half into 10-inch log; wrap in plastic wrap. Refrigerate 1 hour or until firm.
UNWRAP logs; roll in granulated sugar. Cut dough into 1/2-inch slices; place, 1 inch apart, on baking sheets sprayed with cooking spray.
BAKE 11 to 13 min. or until lightly browned. Cool on baking sheets 5 min. Remove to wire racks; cool completely.