Chocolate Rolled Rugalachs

Line 2 rimless baking sheets with parchment paper; set aside. In bowl, beat cream cheese with butter until fluffy; beat in sugar. Stir in flour in 2 additions. Form into rectangle; cut into quarters and shape into rectangles. Wrap in plastic wrap; refrigerate until firm, about 1 hour. (Make-ahead: Refrigerate for up to 24 hours.)

Filing: In bowl, stir together walnuts, chocolate, granulated and brown sugars and cinnamon.

On lightly floured surface, roll 1 of the dough quarters into 12- x 8-inch (30 x 20 cm) rectangle. Spread 3 tbsp (50 mL) of the marmalade evenly over top; sprinkle with one-quarter of the chocolate mixture. Starting at long side, roll into tight log. Cut into twelve 1-inch (2.5 cm) thick slices. Arrange upright, 3/4 inch (5 mm) apart, on baking sheet; refrigerate for 30 minutes. Repeat with remaining dough.

Topping: Brush egg over top edge of upright cookies; sprinkle with sugar. Bake in top and bottom thirds of 350°F (180°C) oven, rotating and switching pans halfway through, until golden, about 25 minutes. Let cool on pans on racks for 5 minutes. Transfer to racks; let cool completely. (Make-ahead: Store in airtight container for up to 5 days or freeze for up to 1 month.)