Combine the flour and salt in a food processor and pulse a few times to mix.
Add the butter and cream cheese and process until a ball a dough forms. It will form fine crumbs first, and then as you continue to process it will clump together into a ball.
Chill the dough for 2 hours
Roll the dough out onto a lightly floured surface into a rectangle about 14 x 12 inches. I cut the edges off my rectangle to make it straight.
Spread the jam on the dough, and then spread the walnuts on top.
Roll up from the long side and cut into 1/2 inch thick slices.
Dip one side of each slice in coarse sugar.
Bake sugar side up for 15 - 20 minutes, until the cookies are lightly browned.