Step 1

In a large bowl, use an electric mixer to beat the butter and cream cheese until smooth. Add the flour and sugar; beat on low speed until crumbly. Turn the mixture onto a floured surface; knead until a dough forms. Cover and set aside while preparing the filling.

Step 2

Coarsely chop the frozen cherries. Combine the sugar and cornstarch; mix well. Combine the chopped cherries and sugar mixture in a medium saucepan. Bring to a boil, stirring constantly. Reduce the heat; simmer, uncovered, for 5 minutes, or until thickened, stirring occasionally. Remove from heat; stir in walnuts. Let cool in refrigerator for 30 minutes.

Step 3

Preheat the oven to 350°F. Line baking sheets with parchment paper.

Step 4

On a lightly floured surface, roll one-third of dough into a 10-inch circle. Spread dough with about ½ cup cherry filling, leaving a ½-inch border. Cut the circle into 8 wedge-shaped pieces. Roll up the dough, beginning at the wide end of each wedge. Place the cookies, tip side down, about 2 inches apart on the prepared baking sheets. Repeat with the remaining dough and filling. Brush each cookie lightly with egg wash (egg and milk or water whisked together) and sprinkle with granulated sugar or chunky sparkling sugar.