For Dough:
In small bowl of electric mixer, combine softened cream cheese, softened butter, sugar, and salt. Beat at medium speed until very smooth, scraping bowl and beater(s) as required with rubber spatula to ensure thorough blending. At low speed, gradually add flour, beating only until incorporated.

Divide dough into thirds. Place each third on a square of plastic wrap (do not use wax paper, as the dough is too moist for it to be removed without tearing); shape into a flat round. Wrap tightly in plastic wrap and chill overnight.

For Filling:
Combine one-third of chocolate chips and one-third of finely chopped walnuts in each of three small bowls; mix contents of each bowl well. Cover with plastic wrap and set aside at room temperature. In separate small bowl, thoroughly combine sugar and cinnamon; cover and set aside at room temperature. Have jam ready.

For Assembly:
Remove one round of dough from refrigerator. Roll out between lightly floured sheets of wax paper to a circle about 13" in diameter. "Turn" dough often by peeling off top sheet of wax paper. Replace it, then flip dough, still between wax paper sheets, upside down. Peel off and replace what is now the top sheet of wax paper. If dough becomes warm and difficult to work with, chill for 15-20 minutes, still between wax paper sheets. Have patience here.

When dough is rolled out, chill for 15-20 minutes. While dough chills, line a baking sheet with aluminum foil, shiny side up. Have ready another, empty baking sheet of the same size.

After chilling, "turn" dough as described above, except: when dough has been flipped upside down and what is now the top sheet of wax paper has been peeled away, do not replace it. Spread about one-third of the raspberry jam over the dough with the back of a spoon, keeping it about one inch away from all edges. Sprinkle about one-third of the cinnamon-sugar mixture on top of the jam. Now, take one of the small bowls of chocolate chips and nuts, and sprinkle all of it onto the top of the cinnamon-sugar, remembering to keep everything about one inch away from all edges. Replace the top sheet of wax paper, and very lightly roll over the top to press the filling ingredients into the dough slightly. Again remove the top sheet of wax paper. Cut the circle of dough as evenly as possible into twelve wedges; a pastry wheel or pizza cutter is a big help here. Roll up each wedge from widest edge to point, then place each, point side down, onto foil-lined baking sheet. Keep in mind that some of the chips and nuts will fall out as you roll the rugelach; replace them as best you can, but don't worry if you can't. Now, chill the rugelach on the baking sheet, covered lightly with plastic wrap, for 30 minutes. If you wish, while the formed rugelach chill, you can be rolling out the next round of cold dough, then setting that to chill. You'll need fresh sheets of wax paper to roll out the next round of dough.

After the formed rugelach have chilled for 10-15 minutes, preheat the oven to 350 degrees F. Adjust rack to center position of oven. Make the Glaze by placing the egg in a small cup, adding the water, and beating well with a fork to combine. When the formed rugelach have chilled for 30 minutes, remove from refrigerator. Remove plastic wrap. Glaze top and sides of rugelach with a pastry brush, but be careful not to get too much glaze on foil--if you do, the baked rugelach will stick. Slide the empty baking sheet under the sheet holding the glazed rugelach (these pastries are baked on double sheets to prevent the bottoms from overbrowning). Bake, one sheet at a time, in center of preheated oven 25-30 minutes, or until a light golden brown. Switch the baking sheet back-to-front about halfway through baking time. When baked, remove from oven; some of the jam will have leaked out of the pastries--OK. Immediately remove from baking sheet to cooling rack; a nonstick, broad-bladed spatula and a nonstick cooling rack are very helpful here, as the pastries will be sticky.

Repeat rolling, chilling, filling, cutting, and baking processes with remaining two rounds of dough. Cool rugelach completely before storing airtight; if rugelach are not eaten within a day or so, freeze them.

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