Note: You will need four baking sheets to make this: two for the cookies and two to line those baking sheets. Stacking two baking sheets allows the rugelach to brown on top without burning on the bottom.
Toast the hazelnuts for the filling
Arrange the oven racks so one is in the center position. Preheat the oven to 300 degrees Fahrenheit.
Spread the hazelnuts on Holy Sheet and toast them in the oven for 20 to 25 minutes, until they are golden brown and fragrant, shaking the pan once during that time for even toasting. Remove Holy Sheet from the oven and set aside for about 10 minutes to allow the nuts to cool slightly.
Put the nuts in the center of a clean kitchen towel, close the towel, and rub the nuts in the towel between your hands to rub off as much of the skins as possible. Pick up the nuts with your hands, leaving the skins in the towel. Put the nuts in a large sealable plastic bag and seal the bag closed, letting any excess air escape as you seal it. Lay the bag on your countertop and roll your rolling pin over it to crush the hazelnuts into small pieces; you don’t want to crush them so much that they are powdery.
Make the dough
Cut the butter and cream cheese into 1-inch cubes. Spread them out on a plate and put the plate in the freezer for 10 minutes.
Meanwhile, put the all-purpose flour, whole-wheat pastry flour, sugar, and salt in the bowl of a stand mixer. Fit the mixer with the paddle attachment and mix on low speed to combine. Turn off the mixer, add the butter and cream cheese, and mix on the lowest speed to avoid flour flying out of the bowl when you turn the mixer on, until the dough completely comes together and wraps around the paddle, about 2 minutes.
Lightly dust a large flat work surface with all-purpose flour. Scoop the dough out of the bowl with a rubber spatula and place it on the floured surface. Pat the dough into an 8-inch square.
Make a letter fold
Lightly dust the top of the dough and the rolling pin with all-purpose flour and roll the dough lengthwise to 20 inches from top to bottom. Fold the top edge down two thirds and fold the bottom edge to meet the top edge, so the dough is folded into thirds, like a letter.
Make a second letter fold
Put 1/4 cup of the laminating sugar in a small bowl. Lift up the dough and dust your work surface with one third of the sugar. Place the dough on the sugar-dusted surface, rotating it 90 degrees so the closed, folded edges are facing left and right, and one of the open edges (with visible layers) is facing you. Sprinkle the top of the dough with some of the remaining sugar and roll the dough out to 20 inches from top to bottom, dusting the dough, rolling pin, and work surface with the remaining laminating sugar as you roll. Fold the top edge down and the bottom edge up to make a second letter fold.
Wrap the dough in plastic wrap and place it in the refrigerator to chill until the dough is firm, about 45 minutes and up to 2 days.
Fill and form the rugelach
Lightly dust a large flat work surface with all-purpose flour. Remove the dough from the refrigerator and place it on the floured surface. Lightly dust the dough and rolling pin with flour and roll it out to a rectangle that is 21 inches from side to side and 13 inches from top to bottom, dusting with flour as needed.
Using a pastry wheel and straightedge, trim all four sides of the dough to create straight, even edges. Use the pastry wheel to cut the dough in half lengthwise so you have 2 (roughly 6-inch-wide) strips of dough.
Spoon half of the jam onto the strip of dough closest to you and use a small offset spatula to spread the filling evenly over the dough, leaving some dough on the edge farthest from you clear of filling. Sprinkle half of the hazelnuts over the jam. Brush the bare edge of the length of dough with water.
Begin with the edge closest to you and fold the jam-covered edge of the dough away from you. Repeat, flopping the dough over itself until you have rolled the strip of dough into a long log. Move the log aside. Spread the remaining jam on the second length of dough, sprinkle the nuts over the jam, and roll it up in the same way.
Line Holy Sheet with parchment paper.
Place the logs on Holy Sheet and place it in the refrigerator to chill the logs for at least 30 minutes, and up to overnight, to firm up the dough. (If you are preparing the rugelach in advance, remove Holy Sheet from the refrigerator after the dough is firm. Wrap each log in plastic wrap and freeze for up to 1 month. When you are ready to bake them, remove the logs from the freezer and place them on your counter to defrost for about 30 minutes, until they are soft enough to slice, or place them in the refrigerator overnight to defrost, before proceeding with the recipe.)
Cut the rugelach
Line two more Holy Sheets with parchment paper.
Remove the rugelach logs from the refrigerator. Place one on a cutting board with the seam facing down. Use a large sharp knife to cut the log into 1-inch lengths and place the pieces, seam side down, on the prepared pans, leaving about 2 inches between each rugelach. Repeat, cutting the remaining log and adding the remaining pieces to the baking sheets. Place the Holy Sheet pans in the refrigerator for at least 1 hour, and up to overnight, to firm up the dough before baking.
Prepare to bake the rugelach
Arrange the oven racks so one is in the top third of the oven and the other is in the bottom third. Preheat the oven to 350 degrees Fahrenheit.
Remove Holy Sheets from the refrigerator. Brush the tops of the rugelach with water and sprinkle with the remaining 2 tablespoons sugar.
Place another Holy Sheet under each baking sheet of rugelach so the pans are a double thickness; this allows the cookies to brown on top without burning (the sugar they are rolled in causes the bottoms to burn easily).
Bake the rugelach
Place one doubled Holy Sheet on each oven rack to bake the cookies for 25 to 30 minutes, until the rugelach are light golden, rotating the pans from front to back and from one rack to the other halfway through the baking time so the rugelach brown evenly. Remove the pans from the oven. Use an offset spatula or thin metal spatula to move the rugelach to a cooling rack to cool to room temperature.
Excerpted from A GOOD BAKE: The Art and Science of Making Perfect Pastries, Cakes, Cookies, Pies, and Breads at Home by Melissa Weller with Carolynn Carreño. Copyright © 2020 by Melissa Weller. Excerpted by permission of Alfred A. Knopf, a division of Penguin Random House LLC. All rights reserved.