Blend in the flour, cocoa powder, salt and vanilla extract.
Stir to make a soft dough, adding a little flour as necessary if dough is too sticky.
Turn dough out onto a lightly floured board and pat into a flattened disk.
Wrap in plastic and chill for 30 to 60 minutes or overnight.
(Food processor method: Use the steel knife and place the flour, salt, cocoa and sugar in the work bowl. Drop in the butter and cream cheese in chunks. Process until ingredients blend and dough forms a mass or ball (this may take a minute or two). Remove from processor and sprinkle on a little flour to keep dough from being too sticky. Wrap in plastic and chill 30 to 60 minutes or overnight.).
Preheat oven to 350 degrees F.
Line a baking sheet with parchment paper.
Divide dough in half. Roll each portion into a 10-inch circle on a well-floured board.
Be careful as dough is delicate.
Spread chocolate filling on dough, then sprinkle on sugar, cinnamon and nuts.
Roll up each edge into a miniature crescent. If using jam, spread on jam, then sprinkle on sugar, cinnamon and nuts.