Make the Dough

• In a Food Processor, pulse together the cream cheese, butter, confectioners’ sugar, salt, egg yolk, vanilla, lemon juice, and zest until well combined. Add the flour and pulse the dough until it just comes together in a soft ball.
• Divide the dough into two equal portions (375g), wrap each in plastic, flatten into disks 1/2 inch / 1.3 cm thick and about 6 inches / 15cm wide, and refrigerate for at least 1 hour, up to overnight. The dough can also be frozen for about 3 weeks.
• Preheat the oven to 350°F / 175℃. Line two doubled-up baking sheets (the cookies will need some insulation) with parchment paper.
• On a floured surface, roll one of the disks of dough to a round with a thickness of about 1/8 inch / 3mm thick. Leave the other disk in the refrigerator until you are ready to use it.
• Sprinkle half the cinnamon sugar evenly over the dough. Cover with about 1/4 cup of the preserves. Use a pastry wheel or pizza cutter to cut the dough into sixteen individual wedges. Sprinkle on the nuts and/or chocolate (if using)
• Roll the dough up, starting at the wide end, until the pointy end is tucked under the cookie. Repeat with the rest of the pieces, working quickly, so the dough doesn't get too sticky. If the dough is sticking in spots, use a metal spatula to help release it.
• Place the rolled cookies on a prepared baking sheet, leaving 2 inches between them to allow for spreading and the filling to sneak out. Brush the tops with a small amount of heavy cream. Sprinkle with granulated sugar. Bake in the middle of the oven for 20 to 25 minutes, until they are light golden-brown and set.
• Remove the cookies from the sheet while they are still warm, so they will not stick to the parchment paper. Allow them to cool on a wire cooling rack. Repeat with the second disk of dough and remaining filling.
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