In the bowl of a food processor, pulse the softened cream cheese and butter together until completely smooth.
Add the all-purpose flour and salt. Pulse just until the mixture forms a cohesive dough (do not overmix).
Turn the dough out, gather it together, and divide it evenly into 4 portions. Form each portion into a flat disc, wrap tightly in plastic wrap, and refrigerate for at least 1 hour.
Preheat your oven to 350°F (175°C) and line baking sheets with parchment paper.
In a small bowl, mix together the granulated sugar, ground cinnamon, and chopped walnuts.
On a well-floured surface, roll one chilled dough disc into a 9-inch circle.
Spread a very thin layer of jam over the dough, leaving a clean 1/2-inch border around the edges. Sprinkle evenly with one-quarter of the cinnamon-sugar walnut mixture.
Using a pizza cutter, slice the circle into 8 equal triangles.
Starting from the wide outer edge, roll each triangle up tightly toward the inner point to form a crescent.
Place the cookies point-side down on the prepared baking sheet. Lightly brush the tops with the beaten egg wash.
Bake for 20 minutes, or until the pastry is puffed, flaky, and golden brown. Let cool on a wire rack. Repeat with remaining dough.