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1
First, make pastry.
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2
Place flour in a bowl, and add cold butter pieces; using a pastry blender, cut the butter into the flour.
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3
Add cream cheese and also cut in.
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4
You can do the above in a food processor, if you don't wish to do it by hand.
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5
When butter and cream cheese have been cut in, knead with your hands until dough forms a ball (or process in food processor until mixture just forms a ball; don't over-process or dough will toughen).
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6
Cut dough in half, wrap each half in plastic wrap, and refrigerate (you can do this ahead of time, if you wish, and then make the cookies the next day).
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7
Preheat oven to 350 degrees F; line 2 cookie sheets with parchment paper and set aside.
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8
Place jam in a small bowl and stir it until it is spreadable.
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9
In another small bowl, combine the white sugar with the nuts and lemon zest.
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10
Remove one batch of dough from the fridge and roll out on a floured surface into a circle, at least 9 inches in diameter-- thinner/bigger is good, too, and will result in a crispier cookie.
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11
Spread half the jam over the circle, them sprinkle on half the nut mixture.
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12
Cut each circle into 12 wedges and tightly roll up each wedge, starting at the outside edge; bend/curve in each end so cookie resembles a crescent roll.
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13
Place cookies one inch apart on a cookie sheet.
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14
Repeat procedure with remaining dough, remaining jam, and remaining nut mixture.
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15
Beat the egg, and brush beaten egg on top of all cookies; sprinkle with coarse sugar.
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16
Bake until cookies are golden, about 20 to 25 minutes.
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17
Cool on racks; dust with sifted icing sugar if desired.