These walnut rugelach, from Ottolenghi, are made with cream cheese dough and filled with a mixture of walnuts, sugar, cinnamon, and the secret ingredient: quince paste. Sprinkled on top is turbinado sugar.
Make the pastry
In a food processor, combine the flour, salt, baking powder, lemon zest, and vanilla seeds and pulse for about 15 seconds to combine. Add the butter and pulse for a few seconds more, until the mixture has the texture of fresh bread crumbs. Add the cream cheese and process just until the dough comes together in a ball around the blade, 20 to 30 seconds. Be careful not to overprocess or the pastry will be tough. Tip the dough onto a lightly floured work surface and knead for a few seconds, just to bring it together.
Divide the dough into 2 portions, cover each half loosely in plastic wrap, and then gently press to flatten into disks. Place in the fridge for 1 hour.
Preheat the oven to 350°F (180°C). Line 2 baking sheets with parchment paper.
Make the filling
Spread the walnuts on a rimmed baking sheet and toast until fragrant, 5 to 10 minutes. Remove from the oven and transfer to a plate to cool. Finely chop and place in a small bowl with the brown sugar and cinnamon. Mix together.
In a separate bowl, combine the quince paste and lemon juice to form a smooth paste. (If your quince paste is very firm, warm it gently over low heat to soften or heat it in a microwave for 10 seconds until the texture is thick like jam but spreadable. Let cool.)
Assemble the walnut rugelach
Take one of the pieces of dough from the fridge and roll out on a lightly floured work surface to form a 9 1/2-inch (24-cm) circle, about 1/8 inch (3 mm) thick. Use a small spatula or the back of a spoon to spread half of the quince paste evenly over the surface and then sprinkle with half of the sugar-nut mixture.
Using a sharp knife or a pizza wheel, if you have one, cut the dough as though you are slicing a cake into twelve equal triangles. The best way to get even-sized triangles is to cut it first into quarters, then each quarter into thirds. One at a time, roll each wedge quite tightly, starting from the wide outside edge and working toward the point of the triangle, so that the filling is enclosed. Place them on the lined baking sheets, seam side down, spaced about 1 inch (3 cm) apart.
Repeat the rolling process with the remaining disk of dough and filling, then chill the rugelachs in the fridge for 30 minutes before baking.
Increase the oven temperature to 400°F (200°C).
When ready to bake, lightly brush the tops of the rugelachs with the beaten egg and sprinkle with the demerara sugar. Bake for 20 to 25 minutes, rotating the sheets halfway through, until golden brown all over. Don’t worry if some of the filling oozes out; this will add a lovely toffee taste to the edges of the cookies. Remove from the oven and allow to rest on the sheets for 5 minutes before transferring to a wire rack to cool completely.