In the bowl of a stand mixer fitted with a paddle attachment, beat the cream cheese and butter until fluffy. Add the sugar and vanilla. Turn the mixer to low, and add the flour and salt just until combined. Place the dough onto a well floured surface and shape into a large ball. Cut the ball into four equal pieces and wrap each in plastic. Refrigerate for 1-2 hours.

While the dough is chilling, make the filling. In a small bowl, combine both sugars, cinnamon and toasted pecans. (To toast your pecans, place on baking sheet in 350 degree oven for 5-7 minutes until fragrant. When cooled, finely chop.)

On a well floured surface, roll out once disc at a time (keep others refrigerated until ready to use) into a 9-inch circle. Spread with about 1/4 cup Nutella, evenly over the dough about 1-inch in from the outer edge, and then sprinkle with a quarter of the filling mixture. Cut the dough into 12 pie-shaped wedges. Starting at the wide end, roll up each wedge.

Place two inches apart with the point tucked under on a parchment lined baking sheet. Refrigerate for 30 minutes.

Preheat oven to 350 degrees.

Brush each cookie with egg wash and then sprinkle with some granulated sugar. Bake for 18-20 minutes until lightly browned. Let cool on pans for 5 minutes, then remove to wire racks to cool completely. Repeat with remaining discs of dough.