In a stand mixer, cream together the butter, cream cheese, sugars and salt. Mix in the vanilla, then the flour. Wrap dough in plastic wrap and chill 1 hour.
Preheat oven to 350 degrees. On a floured surface, roll dough into 6 strips that measure 12"x 4". Divide jam evenly between the strips and spread it in a line down the center of the dough strip.
Roll from the long end into a log. Cut into 1" pieces. Place cookies onto a parchment-lined baking sheet.
Beat the egg with 1 Tbsp. of water in a small bowl. Lightly brush the tops of the rugelach with egg wash. Sprinkle with turbinado sugar. Bake 15-17 minutes. Cool on the baking sheet.