Make the dough: In a large bowl, mix flour and salt. Cut in butter and cream cheese until the mixture resembles coarse crumbs. Add sugar and vanilla, then knead into a smooth dough. Divide into 4 disks, wrap in plastic, and chill for at least 2 hours.

Prepare the filling: In a small bowl, mix chopped walnuts, brown sugar, and cinnamon. Set aside.

Roll the dough: On a floured surface, roll one dough disk into a 9-inch circle. Spread a thin layer of raspberry jam, then sprinkle with the walnut mixture.

Cut and roll: Cut the circle into 8 wedges. Roll each wedge from the wide end to the tip to form a crescent shape. Place on a baking sheet lined with parchment paper.

Bake: Preheat oven to 350°F (175°C). Brush each rugelach with beaten egg and sprinkle with coarse sugar. Bake for 20-25 minutes until golden brown.

Cool and serve: Let the rugelach cool on the baking sheet for 5 minutes, then transfer to a wire rack to cool completely.