Mix poppy seeds, walnuts, egg and honey. Add rum until the consistency seems soft, like porridge.
Using an egg beater at low, whip soft cream cheese and butter until it forms peaks, like a frosting (you may need to melt the butter if the cream cheese is firm). Mix in flour slowly using a wooden spoon or pastry fork.
Roll dough into 3 balls. Occasionally add milk to dough to keep it from drying out. The dough can be refrigerated for 1-2 hours, but it is not necessary.
Roll out 1 ball at a time and flour lightly. Roll dough out in flour or granulated sugar so it doesn't stick.
Cut dough into squares or circles using cookie or biscuit cutter. Add about a teaspoon of filling. Roll squares into logs, stars, or pinwheels. Fold circles over and seal with a fork.
OR
Take rolled dough and make into strips about a foot long and 2 inches wide. Place a ribbon of filling in the middle. Fold over dough and pinch to seal at all sides. Cut into 1 inch squares.
Dip into coating and place on a cookie sheet. Bake at 375F for 10-15 minutes or until lightly browned.