Combine the cold butter and cream cheese in a large mixing bowl, stand mixer or food processor bowl. Beat on medium speed until smooth but still firm.

Once you've creamed the cold butter and cream cheese until smooth, add the egg yolk and one teaspoon of vanilla extract (or more if you like a stronger flavor).

Beat the mixture until just combined.

Gradually add the flour, salt, and zest (if using), mix until a soft dough forms. Do not overmix; stop as soon as it comes together.

Divide the dough into four equal portions, shape them into disks, and wrap each in plastic wrap. Chill in the refrigerator for at least one hour (or overnight).

Preheat your oven to 350°F (175°C), line two baking sheets with parchment paper, or use silicone baking mats.

Lightly flour a clean work surface and rolling pin to prevent sticking.

Take a portion of the chilled dough from the fridge. On a lightly floured surface, roll it out into a circle about ⅛ inch thick. Keep the remaining dough wrapped in the plastic wrap in the fridge.

Using a sharp knife or pizza cutter, divide the circle into even-sized triangles, like slicing a pizza

Place a small dollop (about ½ teaspoon) of filling near the wide end of each triangle.

Starting at the wide end, gently roll the dough towards the pointed tip to form a crescent shape.

Place the crescents on the prepared baking sheet, leaving about 1 inch of space between them.

Brush each rogalik with the beaten egg to give it a golden shine. You can also sprinkle some sugar and cinnamon.

Bake in the oven for 20-25 minutes or until the tops are lightly golden.

Allow the rogaliki to cool on the baking sheet for 5 minutes, then transfer to a cooling rack.

In a small bowl, prepare the orange glaze.

Once completely cool, dust with powdered sugar or drizzle with a glaze for a festive finish.