• Let the cream cheese and butter rest on the counter for 10 minutes, so it's slightly softened but still cool.
• Combine flour and salt, cut butter and cream cheese into flour with a pastry blender or two knives until crumbly. Shape into two disks, wrap the disks in plastic wrap and refrigerate for at least 2 hours, or up to 1 day. (Wrapped airtight, the dough can be frozen for up to 2 months.)
• Line two baking sheets with parchment or silicone mats.
• SHAPE THE COOKIES: If the dough is too firm to roll easily, leave it on the counter for about 10 minutes. On a lightly floured surface, roll the dough into a 12-inch circle.
• Stir marmalade until it liquefies. Spread a thin layer of marmalad over the dough, and scatter half of the nuts and fruits on top.
• Cover the filling with a piece of wax paper and gently press the filling into the dough, then remove the paper and save it for the next batch.
• Using a pizza wheel or a sharp knife, cut the dough into 16 wedges, or triangles. (The easiest way to do this is to cut the dough into quarters, then to cut each quarter into 4 triangles.)
• Starting at the base of each triangle, roll the dough up so that each cookie becomes a little crescent. Arrange the roll-ups on one baking sheet, making sure the points are tucked under the cookies, and refrigerate.
• Repeat with the second disk of dough, and refrigerate the cookies for at least 30 minutes before baking. (The cookies can be covered and refrigerated overnight or frozen for up to 2 months; don't defrost before baking, just add a couple of minutes to the baking time.)
• Preheat the oven to 350 degrees F.

GLAZE

• Stir the egg and water together, and brush a bit of this glaze over each rugelach. Sprinkle the cookies with the sugar.
• Bake the cookies for 20 to 25 minutes until they are puffed and golden. Transfer the cookies to racks to cool to just warm or to room temperature.