In a large mixing bowl, beat together the cream cheese and butter until smooth and creamy, about 2-3 minutes. Gradually mix in the granulated sugar, salt, and vanilla extract. Slowly add the all-purpose flour until combined. Form the dough into a ball, then divide into four discs, wrap in plastic, and chill for 30 minutes.

In a medium bowl, mix dark brown sugar, ground cinnamon, and chopped pecans with a fork until combined. Set aside.

Preheat the oven to 350°F (175°C) and line a baking sheet with parchment paper. Remove one disc of dough and roll it out into a circle about 9-10 inches in diameter. Brush with water and spread the cinnamon pecan filling evenly.

Cut the filled dough into 12 equal wedges and roll each wedge tightly. Place them on the baking sheet with points facing down.

In a small bowl, whisk together the egg and milk. Brush this mixture over the tops of the rugelach.

Bake for 18-22 minutes or until lightly browned. Remove from oven and cool on a wire rack.