Make the dough: In a large bowl, mix flour and salt. Add cold butter and cream cheese. Use a pastry cutter or fingers to blend until crumbly.

Form the dough: Gather the dough into a ball and divide into 4 equal parts. Flatten each into a disk, wrap in plastic, and refrigerate for at least 1 hour.

Prepare the filling: Mix sugar and cinnamon in a small bowl. Set aside. Chop nuts finely if not already prepared.

Roll out the dough: On a floured surface, roll one dough disk into a 1/8-inch thick circle. Spread a thin layer of jam, then sprinkle with cinnamon sugar and nuts.

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

Bake: Brush each rugelach with egg wash. Bake at 350°F (175°C) for 18-20 minutes or until golden brown. Let cool, then dust with powdered sugar.