Step 1In the bowl of a stand mixer fitted with a paddle attachment, or in a large bowl using an electric mixer, cream together the cream cheese and butter. Add the sugar, salt and vanilla, and beat well.
Step 2Add the flour, and mix until just combined. Remove the dough to a well-floured surface and roll into a ball. Cut the ball into quarters and wrap each piece in plastic wrap. Refrigerate to firm up the dough, at least 30 minutes (or freeze at least 15 minutes).
Step 1Heat the oven to 350 degrees.
Step 2In a small bowl, combine the brown and granulated sugars, cinnamon, nutmeg and pistachios. In another small bowl, stir together the preserves and orange zest.
Step 3Take one dough quarter out of the refrigerator and roll it out on a well-floured surface to a circle about 9 inches in diameter (use a 9- to 10-inch cake pan as a guide, if you have one, to make perfect circles).
Step 4Spread 2 tablespoons of the preserves in a thin layer over the dough, then sprinkle one-fourth cup of the pistachio mixture over the preserves, lightly pressing it into the preserves.
Step 5Using a sharp knife or pizza cutter, cut the circle into 8 wedges. Roll each wedge into a crescent shape, rolling from the outside in toward the point.
Step 6Place the rugelach on a parchment-lined cookie sheet, point-side down, spaced an inch or two apart. Brush with egg wash. Sprinkle each with a bit of cinnamon sugar.
Step 7Bake the rugelach, one tray at a time, until lightly golden brown, 15 to 18 minutes. Rotate halfway through baking for even coloring.