To make the dough: Let the cream cheese and butter sit on the counter for 10 minutes- you want them to be slightly softened, but still cool. Put the flour and salt in a food processor, scatter over the chunks of cream cheese and butter. Pulse the machine 6 to 10 times. Then process scraping down the sides of the bowl often, just until the dough forms large curds- don't work it so long that it forms a ball on the blade. Turn the dough out, gather into ball and divide in half. Shape each half into a disk, wrap the disks with plastic wrap and refrigerate at least 2 hours or up to a day (you can also freeze the dough at this point for up to 2 months, just be sure to wrap well).

For the filling: Warm the nutella slightly so you can spread it easier. I heated mine in the microwave for about 20 seconds. You may need an additional 10 seonds longer. Crush your oreos in the food processor until they are fine crumbs.

To shape the cookies: Pull one disk out of the fridge. If your dough is too firm, let it sit on the counter for 10 minutes or give it a few good whacks with your rolling pin.

On a lightly floured surface, roll the dough into a 11 to 12 inch circle. Spread about 1/4 cup of the Nutella onto your dough. Sprinkle half the oreo crumbs over the Nutella. Cover your dough now with a piece of parchment or wax paper and press the filling into the dough. Using a pizza wheel or sharp knife, cut the dough into 12 wedges, or triangles. (The easiest way to do this is to cut the dough into 4 even portions, then cut each of those wedges into 3 trinagles each). Starting at the base of each triangle, roll the dough so it becomes a crescent. Arrange the crescents on a parchment lined baking sheet with the points tucked under the cookies. Refrigerate again for up to 30 minutes (I actually skipped this step and found them to come out perfectly). You can also freeze the cookies at this point. Do not defrost before baking if they are frozen, just add a couple of minutes for the baking time.

When you are ready to bake, preheat your oven to 350 degrees. Prepare an egg wash by stirring an egg and water together and brush a bit of the egg wash over each cookie. Bake the cookies for 20 to 25 minutes rotating the cookie halfway until they are puffed and golden. Transfer the cookies to racks to cool to just warm or room temperature.