For the cookie dough

• In the bowl of a stand mixer using the paddle attachment, or using an electric mixer in a large bowl, cream butter and cream cheese on medium speed until well combined.
• Sift the flour and the salt into the butter mixture and mix on low speed until well combined.
• Press the dough into a ball, then flatten the dough ball into a roughly 1 inch thick circle. Wrap dough well in plastic wrap. Chill in the refrigerator for at leats 30 minutes, or up to overnight.
• Preheat oven to 375 F. Line a baking sheet with parchment paper or a silicone baking mat.
• Turn the chilled ball of dough out onto a generously floured surface. Sprinkle some four over the dough.
• Roll out to a roughly 10 x 30 inch rectangle with a rolling pin. If there is too much flour on the surface, brush it off gently with a pastry brush.
• Spread the jam filling all over, leaving a half inch border on one of the longer sides.
• Roll the dough up, ending at the side with the half inch with no jam.
• Divide dough log in two, then wrap each half tightly in plastic wrap and chill in the refrigerator for 15 minutes.
• While the cookie dough chills, stir together the egg yolk with the milk in a small bowl. In a separate bowl, combine the cinnamon and sugar.
• Use a sewing thread or a sharp knife to cut into half inch slices.
• Turn the unbaked cookies onto the prepared baking sheets. Brush with the egg yolk mixture, then sprinkle with the cinnamon sugar.
• Bake cookies 17 to 20 minutes until the edges of the cookies are golden brown.
• Remove from oven and cool cookies on a wire rack.
• Just before serving, sprinkle with confectioners' sugar.