In a large bowl, work flour, cream cheese, butter, and salt together with your hands until smoothly blended. Form into 2 balls; flatten each into a disc. Wrap each in plastic; refrigerate at least 1 hour.
Heat oven to 350°. In a small bowl, combine sugar with nuts, raisins, and cinnamon.
On a lightly floured surface, roll out 1 disc into a very thin circle, about ⅛ inch thick. (Trim if necessary to make a true circle.) Spread a thin layer of preserves over the surface. Sprinkle a thin layer of the nut mixture.
Cut into 16 wedges. Gently, but tightly, roll each wedge from wide edge to center point to enclose filling. Place on baking sheet lined with parchment paper; refrigerate at least 30 minutes. Repeat with remaining dough, preserves, and nut mixture.
Whisk egg yolk with milk. Brush tops of pastries with mixture, and sprinkle with sugar.
Bake in center of oven until lightly browned, 20 to 25 minutes. Cool completely on rack. Store in an airtight container up to a week, or freeze for up to 3 months.