makes 32 cookies; adapted from Dorie Greenspan's, Baking from My Home to Yours
Place flour, cold cubed butter and cream cheese in food processor and sprinkle with salt. Pulse just until dough forms large curds, you don't want to go too long and form a ball on the blade.
Turn dough out onto work surface, cut in half, and shape each into a small disk. Wrap with plastic wrap and refrigerate for at least 2 hours or up to 1 day. (Dough can be wrapped well and frozen for up to 2 months.)
Warm jam over low heat until it liquifies. Set aside to cool.
Mix together the cinnamon and sugar. Set aside.
Prepare two sheet pans by lining with parchment or a Silpat.
Working with one chilled dough disk at a time, roll out on a lightly floured surface into a thin circle approximately 11- or 12-inches in diameter. Use a bench scraper to make sure it can move around and doesn't get stuck to the counter.
Spoon half of the jam over the surface, sprinkle with half the cinnamon sugar, and half of the other fillings: chocolate chips, currants, pecans. Cover the filling with a piece of wax paper and press the filling into the dough. Remove the wax paper and set aside for the next batch.
Using a pizza wheel or knife, cut the circle into 16 slim rectangles. The easiest way to do this is to cut the dough into quarters, then cut each quarter into 3 slices.)
Starting at the wide base of each slice, roll up the dough and arrange on prepared sheet pan with the end point tucked under the cookie—use a bench scraper to get under each slice and make sure it isn't stuck to the counter before trying to roll it. Refrigerate the cookies for at least 30 minutes before baking. Repeat with second dough disk.
(These cookies can be covered and refrigerated overnight or well-wrapped and frozen for up to 2 months. To bake from frozen, don't defrost, proceed with egg wash and add a couple minutes to the baking time.)
Preheat oven to 350° F.
In a small bowl using a fork, whisk together the egg and water. Have the coarse sugar at the ready for sprinkling.
Brush each chilled cookie with egg wash and sprinkle with coarse sugar.
Bake cookies for 20–25 minutes, rotating the pans from front to back at the half-way point, until fragrant in the kitchen and golden brown. Transfer cookies to a wire rack to cool.