In a Food Processor cream together the cream cheese, butter and confectioners’ sugar. Add the lemon, zest and vanilla and pulse again to combine. Add the flour and pulse the dough until it comes together in a soft ball. Divide the ball in two discs and refrigerate for about one hour or overnight. Dough can be frozen for about 3 weeks or until you remember that it is in there.
Preheat oven to 350°F.
On a well floured surface, roll the dough to about an 1/8-inch thick round.
Cover with about 1/2 cup of the preserves. Use a Pastry Wheel to cut the dough into 16 equal pieces. I cut the dough into quarters, then cut those in half, and then half those pieces. Sprinkle on the nuts and/or chocolate if you are using. Sprinkle with the cinnamon sugar.
Use a knife or the pastry wheel to make a small slit at the wide end of the piece of dough.
Roll the dough up, starting at the wide end, and slightly flare the split seam so that the ends are a touch wider. This will give your crescents a nicer shape.
Continue to roll the dough until the pointy end is tucked under the cookie. Repeat with the rest of the pieces, working rather quickly so the dough doesn’t get too sticky.
Place them on a cookie sheet, lined with parchment and lightly greased.
Brush the tops with a small amount of heavy cream.
Sprinkle with sugar. Bake for about 20 to 25 minutes, or until they are light golden-brown.
Remove the cookies from the sheet while they are still warm, so they will not stick to the parchment. Allow them to cool on a wire rack.