In a large mixing bowl add the flour, sugar, and salt and use a fork to stir to combine.

Add the butter and cream cheese and stir to combine so that the butter and cream cheese are coated with flour.

Cut the butter and cream cheese into the flour using a pastry blender or a fork to incorporate it well. Mix this together until it forms small pieces about the size of half a pea (not sandy but not big chunks, this is a similar method to how you make pie crust). 

Add the sour cream and stir to combine.

The dough might be a little loose or crumbly at this point, that's ok. Dump it out onto a clean surface and use you hands to press the dough together to form a more uniform dough. It's ok to use your hands to work it into a smooth dough.

Divide the dough into 4 even pieces.

Working with one piece of dough at a time roll the piece of dough into a 9 inch circle on a piece of parchment paper.  Set the dough, on the parchment paper, on a cookie sheet and place it in the fridge.

Repeat with remaining pieces of dough. You can stack the dough rounds and their parchment paper on top of each other on the same cookie sheet in the fridge. Let the dough rest for 30 minutes in the fridge.

Add the sugar and cinnamon to a small bowl and stir to combine well.

Remove one piece of dough from the fridge and spread 2 generous tablespoons of jam all over the dough. Sprinkle the jam with 2 tablespoons of the sugar and cinnamon mixture and then top with 1/4 cup of the chopped pecans. Gently press the pecans into the jam.

Use a sharp knife or a pizza roller to cut the circle into 12 wedges.

Starting at the fat end of the wedge, roll it up, and then place the wedge with the pointed end down, on a parchment or baking mat lined baking sheets.

Space the crescents 2 inches apart on the sheets. 

Mix the egg and milk together well with a fork in a small bowl. 

Brush the tops of the cookies with the egg wash.

Bake in an oven preheated to 375 degrees F. for 18-25 minutes or until the crescents are golden brown. When they come out of the oven, sprinkle lightly with a scant teaspoon of cinnamon and sugar.

Transfer to a baking rack to cool.

Repeat with remaining dough and jam. I like to bake one pan at a time, don't crowd the oven with 2 pans, I have found these cookies don't bake evenly when I bake more then 1 pan.

Serve warm or at room temperature the same day you made the cookies.