To make the pastry: Combine the flour and salt. Work in the butter and cream cheese until the mixture comes together., Form the dough into two disks, wrap them in plastic, and refrigerate for 2 hours., To make the filling: Heat the olive oil in a pan set over medium heat. Add the onion, sage, and chili powder., Cook until the onions are translucent, about 2 minutes. Add the pumpkin, salt, and pepper. Cook for 5 minutes longer, until the purée has become a bit drier. Cool to room temperature., Preheat the oven to 400°F. Lightly grease two baking sheets, or line with parchment paper., On a well-floured surface, roll one disk of pastry into a 14" circle., Spread half the filling onto the circle. Sprinkle 1/4 cup Parmesan and 1/4 cup walnuts evenly over the pumpkin., Cut the dough into 16 wedges. Roll each wedge tightly, starting at the wide end, and bend into a crescent., Place the crescents on one of the prepared baking sheets., Repeat with the remaining pastry and filling., Combine the egg with 1 teaspoon water and brush it onto the rugelach., Bake the rugelach for 25 to 27 minutes, until golden brown. Remove from the oven, and transfer to a rack to cool. Serve warm, or at room temperature. Store at room temperature, tightly wrapped, for several days; freeze for longer storage., Yield: 32 rugelach.