For the dough, place the flour, butter, cream cheese, sugar and vanilla in a food processor. Pulse until a uniform large ball forms.
Divide into three equal balls and wrap each in plastic wrap. Refrigerate for at least 3 hours or, even better, overnight.
To prepare the filling, warm the jam in a small pot over low heat or in the microwave for 30 seconds. Set aside.
In a bowl, crush the toasted almonds with your hands, or place them in a resealable plastic bag and crush with a rolling pin.
To prepare the topping, mix the sugar with cinnamon in a small bowl and set aside.
Line two baking sheets with parchment paper. Remove the dough from the fridge about 30 minutes before using.
On a well-floured surface, roll out one of the dough balls into a large circle, about 12 inches in circumference and about ⅛ inch thick. Repeat with the remaining two dough balls.
Preheat the oven to 350°F.
Using a knife or pizza cutter, slice each circle into 16 wedges and separate them slightly. Evenly divide the jam and almonds among the three circles (this comes out to about ½ teaspoon jam and a pinch of nuts per rugelach), leaving ½ inch clean at the outer edges.
Roll the wedges into crescents by rolling the wider outer edge in toward the point.
Place on the baking sheets, at least 1 inch apart, with the point sides down.
Brush the tops of the rugelach with beaten egg and sprinkle with the cinnamon sugar.
Bake in the middle of the oven for 20–22 minutes, or until golden brown.
These can be stored in an airtight container at room temperature for up to 1 week. Recipe from Amy Rosen’s book Kosher Style.