Step 1In the bowl of a standing mixer fitted with a paddle attachment, cream together the butter and cream cheese on low speed until blended, about 2 minutes. Mix in the vanilla until incorporated.
Step 2In a medium bowl, stir together the powdered sugar, salt and flour. With the mixer at low speed, slowly incorporate half of the flour mixture into the butter mixture until blended; repeat with the remaining flour mixture. Mix just until dough forms, about 1 minute.
Step 3Turn the dough out of the mixing bowl onto a lightly floured surface. Knead once or twice, then divide the dough in half. Shape each part into a half-inch-thick rectangle and wrap in plastic wrap. Chill 2 hours or overnight. While the dough is chilling, make your choice of fillings.
Step 4Heat the oven to 350 degrees.
Step 5Roll one rectangle of chilled dough out on a lightly floured surface so that it is a one-eighth-inch thick rectangle. Trim the dough to a 13 1/2 -by-10-inch rectangle, then cut it into thirds crosswise. Brush each with melted butter.
Step 6In a small bowl, combine 3 tablespoons sugar with the cinnamon. Sprinkle 1 teaspoon of the cinnamon-sugar mixture evenly over each rectangle of dough. (Reserve the remaining cinnamon-sugar mixture to sprinkle over the top of cookies with apricot or cherry filling.)
Step 7Spoon one-third cup filling along the edge of each rectangle closest to you. Roll each rectangle of dough into a log. Place the logs, seam side down, on baking sheets covered with parchment paper.
Step 8Repeat steps 5 to 7 with the remaining chilled dough. You will have 6 logs, 3 on each baking sheet.
Step 9In a small bowl, lightly beat the egg yolk with one-half teaspoon water. Brush the top and sides of the logs with the egg yolk mixture. Lightly score the top of each log so that it is easier to cut into eight equal pieces after it is baked.
Step 10For cookies with chocolate-hazelnut filling, sprinkle one-half teaspoon sugar over the top of each log, then sprinkle 1 teaspoon chopped hazelnuts (reserved from making the filling) over the top. For cherry-almond-filled cookies, sprinkle the top of each log with about one-fourth teaspoon cinnamon-sugar mixture, then 1 teaspoon chopped toasted almonds (reserved from making the filling). For apricot cookies, sprinkle about one-half teaspoon of the cinnamon-sugar mixture over the top of each log.
Step 11Bake 30 to 35 minutes, until lightly browned. Remove to a wire rack to cool. When cool, cut each log into 8 pieces with a sharp or serrated knife.