How to Make It
Using an electric mixer, beat the butter, cream cheese, and granulated sugar until fluffy. Beat in the vanilla. Reduce the mixer speed to low and gradually add the flour, mixing until just incorporated.
Turn the dough onto a floured work surface and gently knead it 2 to 3 times, just to bring it together. Form the dough into two 1-inch-thick squares. Wrap in plastic wrap and refrigerate for 1 hour.
On a lightly floured piece of parchment, roll one of the dough squares into a 9-by-12-inch rectangle. Spread half the jam over the dough. Cut the dough crosswise into thirds, making three 9-by-4-inch rectangles. Starting from a long side of each rectangle, roll into logs. Wrap in wax paper and refrigerate until firm, at least 30 minutes. Repeat with the remaining dough.
Heat oven to 350° F. Slice the logs into 1-inch pieces and place on parchment-lined baking sheets, spacing them 1½ inches apart. Brush with the egg and sprinkle with the turbinado sugar. Bake until golden, 20 to 25 minutes. Cool slightly on baking sheets, then transfer to wire racks to cool completely.
Store in an airtight container at room temperature for up to 1 week.