Add the sugar, oil, wine, and vanilla to a deep bowl. Whisk to blend.
Using a wooden spoon, stir in half of the flour, and all of the baking powder and salt. Gradually stir in more flour until just mixed in. Knead by hand a few times until it comes together into smooth dough. Cover the dough loosely with a towel, and let it rest for 5 minutes.
Preheat the oven to 350º F (180ºC). Line a sheet pan with parchment paper. Pour some sugar into a small bowl.
Pinch off thumb-sized pieces of dough. They’ll look like misshapen bits of dough, and that’s okay. Alternately, you can roll the pieces of dough into TK-inch ropes, and join the tips to make a circle.
Dip the cookies in the bowl of sugar to lightly coat them. Place the cookies 1-inch apart (they won’t spread much) on the prepared pan. Bake until golden, 25 minutes. Transfer to a wire rack to cool completely. Store in a tin, in a cool, dry spot for up to 2 weeks.