Place the cream cheese, butter, confectioner's sugar, lemon juice and vanilla in a food processor.
Add the flour and pulse til a very soft dough is formed. Refrigerate for at least ONE HOUR.
Mix the ingredients for the filling of your choice and divide the dough into 4 balls. Roll the balls out into 4 circles, about 1/8 inch thick and spread with apricot or chocolate filling.
Cut into pieshaped pieces 1-inch wide at the circumference. Roll up from the wide side to the center.
Beat the egg and brush the top.
Sprinkle with the crystallized (or granulated) sugar and place flat on a greased cookie sheet. (Alternately, roll out each ball to a rectangle, 1/4-inch thick. Top with apricot or chocolate filling.
Roll each rectangle into a jelly roll and cut into 1/2-inch pieces. Lay flat on a greased cookie sheet. Beat the egg, brush the tops of each cookie, and sprinkle with the crystallized (or granulated) sugar.
Bake on a greased cookie sheet in a preheated 350 degree oven for 25 minutes or until golden brown.