One of my favorite cookies to bake at the holidays, Rugelach store well in an airtight container, layered between sheets of wax paper, at room temperature for up to a week. They also freeze beautifully unbaked. Just defrost and pop in the oven whenever you need them.Pastry Adapted from Ina Garten, "Rugelach" (Barefoot Contessa Parties!, 2001)
In the bowl of a stand mixer fitted with the paddle attachment, beat the cream cheese and 1/2 pound butter until fluffy. Add 1/4 cup granulated sugar, the kosher salt, and the vanilla, beating until combined. Scrape bowl. With the mixer on low speed, gradually add the flour and mix just until incorporated.
Transfer the dough to a floured work surface and roll it into a ball. Cut the ball into four equal pieces, and roll each quarter into a ball, flattening slightly. Wrap each piece in plastic wrap and chill in refrigerator for at least one hour. After the dough has rested, re-flour your work surface and roll each quarter into a 9-10 inch circle (about 1/4-inch thick).
In a small bowl, mix together the chocolate, cinnamon, and remaining 1/2 cup granulated sugar.
Brush each dough round with melted butter. Spread with about 1/3 cup chocolate mixture. Cover with plastic wrap and gently press filling into dough.
With a sharp knife or pizza cutter, cut the round into quarters, and then each quarter into thirds to make 12 wedges. Starting at the widest edge, roll each wedge toward the center and transfer rolled cookies, point tucked under, to a parchment-lined baking sheet. Refrigerate 30 minutes, until dough is firm. Repeat process for the remaining 3 rounds of dough.
Preheat oven to 350 degrees. In a small bowl, combine egg and milk. Brush each cookie lightly with the egg wash. Sprinkle with Demerara sugar.
Bake pastry for 15-20 minutes, until lightly browned. Remove from oven and let sit 5 minutes before removing from baking sheets with a thin metal spatula and transferring to a wire rack to cool.