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1
In a food processor blend butter and cream cheese until smooth.
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2
Add flour and salt and pulse just until mixture forms a ball.
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3
Form dough into a log.
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4
Chill dough, wrapped well in plastic wrap, at least 4 hours and up to 1 day.
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5
Finely chop dates and walnuts and in a bowl with your hands toss together dates, walnuts, sugar, cinnamon, and vanilla until combined well.
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6
Preheat oven to 350F.
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7
Cut dough crosswise into 8 equal pieces and work with 1 piece at a time, keeping remaining pieces covered and chilled.
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8
On a work surface sprinkled with confectioners' sugar using a rolling pin dusted with confectioners' sugar, roll out piece of dough into an 8-inch round.
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9
Cut round into 8 wedges, keeping round intact.
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10
Sprinkle 1/3 cup filling in a ring around outer portion of round, leaving a 1-inch border around edge, and press filling gently into dough.
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11
Working with 1 wedge at a time, fold outer edge of pastry over filling and roll up filling in pastry, jelly-roll fashion, folding sides under pastry to enclose filling.
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12
Transfer rugelach, as formed, pointed ends down, to ungreased baking sheets.
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13
Make more rugelach in same manner.
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14
Bake rugelach in batches in upper and lower thirds of oven, switching position of sheets halfway through baking, until golden, 15 to 20 minutes total.
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15
Transfer rugelach to racks to cool completely.
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16
Rugelach keep in an airtight container at room temperature 3 days.