#convert key to pem format:
openssl pkcs12 -in alonso-testkey.pfx -out key.pem -nocerts

#rewrite without password
openssl rsa -in key.pem -out key1.pem

#decrypt without leading 4 bytes:
cms -decrypt -inform DER -in sandvout-without-4byte.txt -out decrypted.bin -recip AlonsoCert.pem -inkey key1.pem
Error decrypting CMS structure
3073943752:error:2E078066:CMS routines:cms_EncryptedContent_init_bio:cipher parameter initialisation error:cms_enc.c:139:

#decrypt with leading 4 bytes:
 openssl cms -decrypt -inform DER -in sandvout.txt -out decrypted.bin -recip AlonsoCert.pem -inkey key1.pem
Error reading S/MIME message
3073661128:error:0D0680A8:asn1 encoding routines:ASN1_CHECK_TLEN:wrong tag:tasn_dec.c:1319:
3073661128:error:0D07803A:asn1 encoding routines:ASN1_ITEM_EX_D2I:nested asn1 error:tasn_dec.c:381:Type=CMS_ContentInfo