Combine flour, sugar and salt in the bowl of a food processor and pulse to blend. Add cubed cold butter and pulse until it is broken up and forms large crumbs. Add cold cubed cream cheese and pulse until the dough holds together, working quickly so that the fat doesn’t melt. Divide the dough in two equal portions, flatten into a disk and wrap well in plastic. Refrigerate for 1 hour.
Preheat oven to 375 degrees F. Line several baking sheets with parchment paper. Set aside.
Prepare filling by combining both sugars, cinnamon, almonds and melted butter in a small bowl until blended. Stir through dark chocolate and set aside.
On a lightly floured work surface, roll one portion of dough out into a 10-inch round with about ⅛-inch thickness. Sprinkle the filling in a thin layer evenly over the surface of the dough. Slice the dough, like a pizza, into 8 triangles. Beginning with the wide outside edge, roll up dough towards the point. Place cookies on the prepared baking tray with the pointed tip tucked underneath. Space cookies about 1 ½-inches from one another. Refrigerate on tray for 15 minutes. Repeat with other half of dough.
Brush cookies with beaten egg. Combine sugar and cinnamon in a small bowl and sprinkle generously over top of each cookie. Bake for 15-20 minutes until golden brown. Let cool on pan for 5 minutes before transferring to a wire rack to cool completely. These keep for at least a week in an airtight container at room temperature and even longer in the fridge.