Step 1

To make vanilla sugar: Put about 4 cups of sugar in a bowl or a glass jar with a lid. Take a vanilla-bean pod and carefully cut down the length, flicking out the beans from the center of the vanilla. Submerge the pods in the sugar, close the jar, and let it infuse for at least a day.

Step 2

Put the cream cheese, butter, and sugar in the bowl of a stand mixer fitted with the paddle attachment. Cream until blended, about 2 minutes. Scrape the sides of the bowl, then add the flour and salt and mix until a very soft dough is formed, about 1 more minute. Scrape the dough onto a sheet of plastic or food- grade silicone, wrap it tightly, and refrigerate for 2 hours or overnight.

Step 3

Line two baking sheets with parchment paper. Divide the dough into four balls, then pat each into a rough square. Roll one piece into a rectangle about ⅛-inch thick (roughly 9 by 12 inches). Spoon a fourth of the jam onto the rectangle, then spread it almost to the edge, leaving about a ½-inch border all around. Sprinkle on a fourth of the nuts.

Step 4

Roll the dough up along the long side, like a jelly roll, tucking in the ends and positioning it seam side down. Using the side of your hand like a knife, cut the roll into eight pieces (this causes the dough to crimp partially shut, whereas an actual knife would create a more spiraled appearance). Place the slices on the prepared baking sheets, repeating with the remaining dough and filling. You should have 16 cookies per baking sheet. Refrigerate for at least 1 hour.

Step 5

Preheat the oven to 400°F with two oven racks in the middle. Remove the rugelach from the refrigerator, and use your fingers to crimp the edges shut. (Any jam that oozes out will caramelize beautifully, so don’t worry too much about that.) Sprinkle the cookies generously with the vanilla sugar. Put the sheets into the oven, and immediately decrease the temperature to 350°F. Bake for 15 minutes, then swap the baking sheets, rotate them back to front, and bake for about 15 minutes more, or until the rugelach are golden on top. Transfer them to racks to cool.