Line two baking sheets with parchment paper and set aside. In a small bowl, combine granulated sugar, cinnamon, and a pinch of cloves. From this mixture, remove 1 tablespoon to a separate small bowl. Set both aside.
Pulse all-purpose flour and salt to combine. Add both cubed COLD butter and cubed COLD cream cheese and pulse until a crumbly dough forms that holds together when squeezed. Transfer the dough to a lightly floured surface and knead to form a cohesive mass. Use lightly floured hands to shape the dough into a 5 x 4-inch rectangle. Divide dough using a knife or bench scraper, slicing the rectangle in half crosswise. Wrap each half tightly in plastic film and refrigerate for 1 ½ to 2 hours.
Leave one piece of dough in the refrigerator while you work the other into a 12 x 9-inch rectangle on a floured surface. ProTip: I place a ruler directly in front of my dough, so I am accurate with the size I am rolling.
Spread ¼-cup of the jam over the entire surface. The layer will be thin. Next, sprinkle with ¼-cup of the walnuts, followed by half the spiced sugar.
Beginning at the wide end, roll the outer edge toward the other edge and into what will look like a log. Transfer to a prepared baking sheet and pop into your freezer until completely firm, or about 30 minutes. Then repeat with the remaining dough, apricot jam, toasted walnuts, and remaining spiced sugar.
Preheat your oven to 350°F and have the second cookie sheet you prepared at the ready. Lightly beat a single large room temperature egg. Transfer each well-chilled log to a cutting board and trim edges. Use a serrated knife to slice each log into 1-inch wide pieces, yielding approximately 11 rugelach cookies per log. Place each cookie onto the second prepared baking sheet, dough side up, and space them 1 ½-inches apart. Freeze 15 minutes more.
Lightly brush the tops of the rugelach with the egg wash using a pastry brush. Sprinkle all with remaining tablespoon of spiced sugar and bake for 25 to 30 minutes. The rugelach will appear golden brown, and the jam will be bubbling slightly around the edges. Using a flat spatula or tongs, immediately transfer the rugelach to a wire rack to cool.
