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Working at least an hour ahead of time, make the dough. Set cream cheese, butter, powdered sugar, and sea salt in the bowl of a food processor and pulse 3 or 4 times to combine. Add flour and continue pulsing, about 5 times, just until dough is well mixed and looks like sandy crumbs.
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Turn dough out onto a clean surface, gently press into a disc, and cut to divide into 4 equal pieces. Wrap each dough disc tightly with plastic wrap and set in the fridge. Chill at least 1 hour or up to 3 days.
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To make cookies, move rack to the center of the oven and preheat to 350 degrees F. Line 1 - 2 baking sheets with parchment.
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Prepare a lightly floured surface and roll one of the chilled discs of dough into a 10- or 11-inch round. Use a pastry scraper to make sure dough sits loosely of the rolling surface and isn't sticking. Next, spread 2 tablespoons jam over the round and scatter 2 - 3 tablespoons of chocolate – just a thin layer of each will do. Use a sharp knife to cut the round into 12 (mostly) equal triangles or wedges, like you would a pizza. Starting at the base of the triangle roll into a little crescent and set on prepared baking sheet.
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When all rugelach have been formed, brush each with egg and sprinkle tops with 1 tablespoon turbinado or cane sugar.
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Bake rugelach 1 or 2 trays at a time 25 - 30 minutes, or until they're a rich golden hue.
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Cool on baking sheet 4 minutes, then set on a wire rack to cool completely. Repeat for additional 1 - 2 batches of cookies.
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Cookies can be stored in an airtight container for up to 3 days.