How to Make It
Place flour and ¾ teaspoon salt in the bowl of a food processor; pulse until combined. Add butter to flour mixture and pulse until combined. Add cream cheese; process until one large ball forms.Divide the dough evenly into 4 disks; wrap each in plastic wrap and refrigerate for at least 2 hours (up to 24 hours).
Preheat oven to 350°.
Stir together sugar, cocoa, cinnamon, remaining ¼ teaspoon salt, and chocolate in a medium bowl until combined.
Working one disk at a time (keeping the remaining disks in the refrigerator), roll each dough portion into a 9-inch circle on a floured surface. Distribute chocolate mixture evenly over the surface of each dough circle.
Using a pizza cutter, slice the disk into 12 even triangular portions. Gently roll each portion, starting from the widest end, towards the narrow end. Transfer rugelach to parchment paper- or silpat-lined baking sheets. Brush the rugelach with egg; sprinkle evenly with coarse sugar.
Bake for 23 to 27 minutes, or until golden brown. Let cool on baking sheet for 5 minutes; transfer to wire rack to cool completely.