Step 1

To make the dough: Let the butter and cream cheese rest at room temperature for about 10 minutes. Meanwhile, place the flour, sugar, and salt in the bowl of a food processor and pulse to combine.

Step 2

, Cut the butter and cream cheese into tablespoon-size pieces and scatter over the flour mixture. Add the orange zest. Pulse until the mixture starts to form large, moist curds. Work slowly and stop before the dough forms one large ball around the blade — it will take about ten 5-second pulses.

Step 3

, Transfer the dough to a piece of plastic wrap or reusable wrap and gather into one cohesive mass. Divide the dough in half, then shape each piece (about 190g) into a 1"-thick rectangle (about 3" x 3"). Use a bench knife or chef’s knife to square off the edges (a more even square will make a neater log later) and place in the refrigerator to chill until very firm, 2 1/2 to 3 hours. While the dough chills, make the jam.

Step 4

, To make the guava jam: Cut the guava paste into half-tablespoon-size pieces with a sharp knife or kitchen shears. Place in a medium heavy-bottomed saucepan and add the orange juice and salt. Set the pan over medium heat and cook, stirring constantly and breaking up the chunks with a spatula, then switching to a whisk, until the guava paste has melted into a mostly smooth mixture that comes to a full boil (bubbles should appear in the center of the pot), about 6 to 8 minutes.

Step 5

, Remove the jam from the heat and whisk to eliminate as many remaining chunks as possible. Transfer to a small bowl and let cool to a warm room temperature. (If your guava jam cools down too quickly, it might resolidify. If so, warm it gently in the microwave or on the stovetop using a double boiler.)

Step 6

, Once the guava jam has cooled slightly, in a small bowl, whisk together the flour and water. Add to the guava mixture and stir to thoroughly combine.

Step 7

, To assemble the guava cookies: Lightly flour a piece of parchment. Unwrap one square of dough and lightly flour its surface. Using a lightly floured rolling pin, roll it into a 1/8"-thick square, about 8 1/2" x 8 1/2". Treat your dough like pie dough, lifting it and rotating it frequently and applying more flour if it starts to stick. (While your square doesn’t have to be perfect, straighter sides will ensure more even spirals.)

Step 8

, Dollop half of the guava jam (about 4 tablespoons) in small blobs all over the dough and work quickly to gently spread it into an even layer using a small offset spatula or the back of a spoon, leaving a 1/4" bare border at the top. Use a pastry brush to lightly brush the bare dough with water (this will help keep the log of dough sealed).

Step 9

, Starting with the side closest to you, roll up the dough into a tight 8 1/2" log. Wrap it in the parchment or in plastic wrap and freeze for at least 1 hour, until very firm. (At this point, you can freeze the dough log, well-wrapped, for several weeks. Before slicing and baking, transfer it to the fridge to thaw for 1 to 2 hours, until soft enough to slice.)

Step 10

, Repeat assembly with the remaining dough and the remaining guava jam.

Step 11

, To bake the guava pinwheels: Preheat the oven to 400°F with racks in the upper and lower third. Line two baking sheets with parchment or reusable baking mats.

Step 12

, Remove one log of dough from the freezer, unwrap it, and brush it evenly with the egg wash. Sprinkle coarse sugar in a long pile on the parchment or plastic, then roll the dough log through the sugar until evenly coated.

Step 13

, Use a sharp serrated knife to cut the log into 1/2"-thick slices (make a sawing motion, rather than a pressing motion, to maintain the circular spiral) — you will get about 16 to 18 cookies. Transfer the guava pinwheels to the prepared baking sheet, leaving some room in between them, and sprinkle lightly with additional coarse sugar. Repeat with the second log of dough.

Step 14

, Bake for 12 to 16 minutes, rotating the sheets halfway through, until the guava pinwheels are golden-brown on the edges and baked-through at the centers. Expect some jam to spread on the baking sheets.

Step 15

, Allow the guava pinwheels to cool completely on the baking sheets before carefully removing.

Step 16

, Storage information: Store the guava pinwheels in an airtight container at room temperature for up to 5 days.