For best results, thoroughly chill the rolled cookies before baking to keep the filling from melting out of the dough.
Beat cream cheese, softened butter, 1/4 cup brown sugar, 1 tsp. vanilla, and 1/2 tsp. salt at medium speed with a heavy-duty electric stand mixer 2 to 3 minutes or until creamy. Gradually add flour, beating until smooth. Divide dough into 4 equal portions; flatten each into a disk. Wrap in plastic wrap, and chill 2 hours.
Stir together melted butter, next 3 ingredients, and remaining 1/2 cup brown sugar, 2 tsp. vanilla, and 1/2 tsp. kosher salt.
Unwrap 1 dough disk, and roll into a 10-inch circle (about 1/4 inch thick) on a lightly floured surface. Spread about 3 1/2 Tbsp. butter mixture in a thin layer on dough circle, leaving a 1/2-inch border around edges. Sprinkle 1/2 cup pecans over butter mixture, pressing to adhere. Cut circle into 12 wedges, and roll up wedges, starting at wide end. Place, point sides down, on a parchment paper-lined baking sheet. Chill 20 minutes. Repeat procedure with remaining dough, butter mixture, and pecans.
Preheat oven to 350°. Whisk together egg and 1 Tbsp. water. Brush each roll with egg mixture. Bake 18 to 22 minutes or until golden brown, switching baking sheets halfway through. Cool on baking sheets 10 minutes; transfer to wire racks, and cool.
*Maple syrup may be substituted.