Using a stand mixer or hand mixer, add cream cheese and butter to a bowl and beat until creamy and smooth. Add sugar, salt, and vanilla extract and mix until evenly incorporated. Add flour and mix on low until just incorporated (do not over-mix your dough).
Empty dough out onto a well floured surface and form into a ball. Cut dough into four quarters, form into discs, wrap, and refrigerate for 30 minutes.
Preheat oven to 350 degrees Fahrenheit. Line a baking sheet with parchment paper and set aside.
In a bowl, add dark brown sugar, cinnamon, and pecans. Stir to combine and set aside.
Working with one ball of dough at a time, roll dough out on a floured surface into a 9-10 inch circle (the edges will be rough, this is fine). Lightly brush the circle with water, then top with a thin layer of pecan filling (about ¼ of your filling on each circle), pressing gently to adhere to the dough.
Slice each circle into four quarters, then slice each quarter into three even wedges (each circle makes 12 total). Starting at the outside edge, roll each wedge up into a crescent shape. Place onto prepared baking sheet with the points sides facing down.
In a small bowl, whisk your egg and milk to make an egg wash. Brush each crescent lightly with egg wash. Bake for 18-22 minutes, or until cookies are lightly browned across the tops. Transfer to a wire rack to cool completely.
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Notes
Dough can be prepared up to two days ahead of time, wrapped in plastic, and stored in the refrigerator. Or, dough can be frozen for up to three months. Tightly wrap in a layer of plastic and a layer of foil, or store in a freezer safe bag.
Baked cookies will keep for up to 5 days (but are best within 2-3 days) in a sealed container at room temperature, or up to 3 months in a tightly sealed freezer-safe container in the freezer. Allow frozen baked goods to come to room temperature for 30 minutes before serving.
Egg wash can be substituted with milk, heavy cream, or melted butter.
Dark brown sugar can be substituted with light brown sugar.