Preparation

Make the dough

• In the bowl of a stand mixer fitted with the paddle attachment (or in a large bowl using a hand-held electric mixer), cream the cream cheese, butter, and sugar on medium speed until light and fluffy, 2 minutes. Add the flour and salt, and then mix just until a smooth dough forms. Divide into 4 equal disks if making crescent shapes or 4 equal squares if making pillow shapes. Wrap in plastic and chill for 1 hour or up to overnight.

Make the filling

• In a medium saucepan, melt the butter over medium heat. Add the flour, and cook until a smooth paste forms, 1 to 2 minutes. Slowly whisk in the milk. Bring to a simmer, and cook until thickened, 2 to 3 minutes. Stir in the cheeses and thyme. Season to taste with salt and pepper. Cool slightly, and then whisk in the egg. Cool completely before using.

Fill, shape and bake the rugelach

• Position a rack in the center of the oven, and heat the oven to 375°F. Line 2 large rimmed baking sheets with silicone baking mats or parchment lightly coated with cooking spray.
• To shape crescents, remove one dough disk from the refrigerator, and place on a lightly floured work surface. Roll into a 9-inch circle. Lay one-fourth of the turkey or ham on the dough, then spread with one-fourth of the cheese filling, leaving a 1/2-inch edge, and then slice into 12 wedges. Roll each wedge into a crescent shape from the outside edge in.
• 另外,枕头的形状,移除一个dough square from the refrigerator, and place on a lightly floured work surface. Roll the dough into an 8-inch square. Lay one-fourth of the turkey or ham on the dough, then spread with one-fourth of the cheese filling, leaving a 1/2-inch edge at the top and bottom. Slice the square in half. Starting at a long end, roll each half into a cylinder from the outside in, and then cut each rolled half into six evenly sized pieces.
• In a small bowl, whisk the egg and milk. Arrange 12 rugelach on one of the prepared baking sheets. Brush with the egg wash, sprinkle with Parmigiano and/or minced thyme, if you like, and bake until golden-brown, 16 to 21 minutes. Cool slightly before serving. Repeat with the remaining dough and filling.