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In the work bowl of a food processor, combine flour and salt. Pulse a few times. Add the butter and cream cheese, pulse until the mixture resembles wet sand but hasn’t started to form a dough ball. Transfer to the counter and knead into a ball. Divide the ball in half and shape each into a disk. Wrap each disk tightly in plastic wrap and refrigerate for at least 2 hours or up to 2 days.
Position an oven rack in the top third and preheat the oven to 350F. Line two baking sheets with parchment paper or silicone baking mats.
Finely chop the walnuts and raisins and place in a large bowl. Add the granulated sugar and cinnamon, and stir until combined.
On a lightly floured surface, roll one dough disk into a 1/8-inch-thick round and trim to a 10-inch circle. Spread with half of the jam, leaving about a ½ border at the edge. Cut the circle into quarters and cut each quarter into thirds, creating 12 triangles. Sprinkle the jam with half of the nut mixture.
Starting at the widest end, roll each triangle up towards the tip like a crescent roll. Place on the prepared baking sheets about 2 inches apart. Repeat with the remaining dough and filling. Brush each cookie with the beaten egg and sprinkle lightly with coarse sugar.
Bake one sheet at a time for 25 to 30 minutes or until golden brown. Immediately transfer the cookies to a wire rack and let cool completely before serving.