They take some time and effort and your first go round may not be the prettiest, but these rugelach are dangerous -- because you seriously can't stop eating them.
In a stand mixer, beat together the butter and cream cheese with the paddle attachment. Add the salt and sugar and beat until light and fluffy at medium/low to medium. Reduce speed to low and add the flour in ½ cup increments until just combined. (Don't overbeat).
Turn the dough out onto a lightly floured surface and work it into a ball. Divide the dough into 4 equal pieces and and press each into a rough rectangle shape. Wrap in plastic wrap and refrigerate at least 2 hours and up to 2 days.
For the cinnamon nut mixture
Put the granulated sugar, brown sugar cinnamon and the nuts into the work bowl of a food processor. Pulse together until the nuts are finely chopped, but still have some texture. Set aside.
Rolling and filling
In the bowl of a mini prep food processor, pulse the apricot preserves until smooth and transfer to a bowl. Rinse the food processor and process the strawberry preserves until smooth. Transfer to another bowl and set aside.
Generously flour your work surface. Working with one piece of chilled dough at a time, place the dough on the floured surface. If the dough is very cold, let it soften for 5-10 minutes before you start rolling it out.
Roll the dough into a rectangle about 12 x 5 inches. Continue to check that the dough isn't sticking to the work surface. If you need to re-flour and flip the pastry, do it so that it doesn't stick. (note: it needs to be at least 5 inches because you're going to roll it up to hold in the jam etc.) Use a pizza cutter to even up the sides and edges.
Spread about ½ cup of jam evenly over the surface of the dough. Sprinkle ⅓ - ½ cup of the cinnamon, nut mixture over the top of the jam and lightly press it in with your fingertips.
Starting on the long end, roll the dough, jelly-roll like into a cylinder. Wrap the cylinder in plastic wrap, place on a baking sheet and refrigerate.
Continue with the remaining rectangles of dough, spreading them with jam and sprinkling with the cinnamon-nut mix and rolling them up.
Refrigerate the logs of dough at least 4 hours or preferably overnight. Reserve the remainder of the cinnamon sugar mixture for rolling the cookies in.
To slice and bake
Arrange the oven racks to the top and bottom thirds of the oven. Preheat the oven to 375 degrees. Prepare two large baking sheets with 2 pieces of parchment each (to prevent the bottoms of the cookies from burning). Set aside.
Prepare your work area
In a small bowl whisk together the egg and milk for an egg wash. Set aside. Add the cinnamon nut mixture to a small bowl and set aside.
Working with one roll of dough at a time, brush the dough on all sides with the egg wash. Use a serrated knife to cut the roll into 1" slices. Toss each slice in the cinnamon sugar mixture, lightly pressing the coating and nuts into the cookie. Arrange the cookies a few inches apart on the parchment paper.
Place one cookie sheet on the top shelf and the other on the bottom shelf. Cook for approximately 10-12 minutes, then swap their positions in the oven -- moving the top pan to the bottom and vice versa and turning them 180 degrees. Bake for an additional 10-12 minutes until rugelach are brown.
Remove from the oven and cool a few minutes on the cookie sheet before using a thin spatula to transfer the cookies to a cooling rack. When the cookies reach room temperature, they can be stored in an airtight container for up to a week and can be frozen for up to a month.