In a bowl, mix together butter, cream cheese, sugar, egg yolks, and vanilla until well blended. Add flour and baking powder and mix. Wrap dough in plastic wrap and chill until firm, about 30-60 minutes.
When ready to bake cookies, preheat oven to 3 50 degrees. Roll dough out on lightly floured surface, and cut into 3-inch squares. Fill centers with apricot, nuts or other filling.
Take 2 opposite corners of each square and fold to onto each other, leaving other two corners open. Beat egg or egg whites with water to make egg wash, then brush each cookie with with egg wash and sprinkle with granulated sugar.
Place on baking sheets and bake in preheated oven for 15 minutes. Makes 10 to 12 dozen. Enjoy!