Position oven rack in top third of oven.
Beat together butter, cream cheese and sugar in large bowl until smooth and creamy, about 2 minutes. Stir in egg yolks, vanilla and salt until well blended. Stir in flour until smooth dough forms.
Divide dough into fourths. Shape each piece into a disk. Wrap each in plastic wrap. Refrigerate at least 4 hours or overnight.
Heat oven to 350°F. Line 2 large baking sheets with aluminum foil or parchment; grease.
On well floured surface, roll out one disk into 8-inch round. Spread with 2 tablespoons apricot jam. Sprinkle with 1/4 cup dried cranberries and about 3 tablespoons nuts.
Cut disk into 8 wedge-shaped pieces. Starting at outside edge, roll up each filled triangle, enclosing filling. Transfer to prepared baking sheet, spacing at least 1-inch apart. Repeat with remaining dough and filling.
Lightly brush each pastry with milk; sprinkle with sugar.
Bake in top third of 350°F oven until lightly browned, 25 to 30 minutes. Remove to wire rack and let cool completely.
Store in airtight containers up to 2 weeks.