Add flour and salt into the bowl of a food processor fitted with a steel blade. Pulse to combine and then add the butter, cream cheese, vanilla and egg yolk. Pulse several more times until everything is combined and the mixture appears crumbly but will hold together when pressed.
Divide the mixture into 4 equal parts and shape into flat discs. Wrap tightly in plastic wrap and refrigerate for at least 2 hours or up to several days.
To make the filling, place the walnuts into a food processor and pulse until finely chopped. Transfer the walnuts to a medium-sized mixing bowl. Add the brown sugar, cinnamon, vanilla and salt and stir until completely and uniformly mixed and set aside.
Preheat the oven to 350 degrees and spray 2 baking sheets with cooking spray. Remove 1 disc of dough from refrigerator and roll into a 10" circle. Spread about 2 Tbsp of soft butter over the surface of dough. Sprinkle ¼ of the filling over the dough and press lightly into the dough.
Use a knife or pizza cutter to cut the circle into 12 equal sized wedges the same way you would cut a pie. Roll up each wedge beginning from the wide end and rolling to the tip. Place on the prepared baking sheet with the point on the bottom to prevent unrolling. Repeat with remaining wedges. Refrigerate the already shaped cookies while you finish shaping the remaining cookies.
Allow each batch of cookies to chill for at least 15 minutes. In a small bowl, stir together 2 Tbsp brown sugar with 1 tsp ground cinnamon. Brush the top of each cookie with the reserved egg white and sprinkle lightly with the cinnamon sugar.
Bake 20 minutes or until the tops are lightly golden. Remove from oven and cool on the baking sheet for 5 minutes, then transfer to a rack to cool completely. Enjoy!
One Last Thing
Rugelach are especially popular during Rosh Hashanah because eating dessert during the holiday marks the start to a 'sweet' New Year!