For the apples: In a small saucepan, combine the apples, apple juice, cinnamon sticks, ginger, vanilla bean and seeds. Set over medium heat until the mixture starts to boil. Lower the heat, cover the pan and cook until the apples are tender, about 20 minutes; do not overcook. Remove from the heat. Discard the cinnamon sticks, ginger and vanilla bean.
Using a food mill set over a bowl, process the apples until completely pureed. Set aside while making the caramel.
For the caramel: In a small saucepan, combine 3/4 cup of the sugar with the apple cider and lemon juice. Set over medium heat and stir until the sugar is dissolved. Increase the heat to high and continue cooking until the mixture turns amber. Lower the heat and carefully add the pureed apples, the remaining 3/4 cup sugar and the salt. Stirring continuously, cook for another 5 to 6 minutes over medium heat until the sugar dissolves. This will make the confit thicken when it cools.
Pour the hot caramelized apple confit into a shallow pan to cool to room temperature. Chill overnight until thick and jammy.
For the dough: In a food processor, combine the flour, sugar, lemon zest, nutmeg, cinnamon and salt. Pulse 4 to 5 times to mix.
Add the butter, cream cheese, sour cream and vanilla extract. Pulse several times to get pea-size pieces of butter and cream cheese and the mixture starts looking like dough.
Dump the dough onto a work surface and press together, forming a mound of dough. Divide the dough and shape into 2 equal disks.
Lay 1 disk of dough between 2 sheets of parchment. If you need to use flour, use it sparingly. (Rolling the dough between parchment is necessary because the dough is soft and sticky.) Flip the dough and parchment several times when rolling, releasing the paper from the dough and replacing it.
Roll the disk into a 10-inch round, using an inverted bowl to act as a guide to cut perfectly. Once rolled, place the dough in the freezer for 30 minutes.
Repeat with the second disk of dough and freeze that for 30 minutes.
For the rugelach: Heat the oven to 375 degrees F. Line two sheet pans with parchment and spray with nonstick spray. Mix together the sugar, cinnamon and salt and set aside.
For the egg wash: Mix the egg yolks and milk; set aside.
Remove one 10-inch round of dough from the freezer. Spread 4 tablespoons of the apple confit on the dough, leaving a 1/4-inch border. Sprinkle with 2 tablespoons of the cinnamon sugar.
Cut the round into 16 wedges. I like to use a pizza cutter rather than a knife for a cleaner, more precise cut. Roll each piece, starting from the widest end of the wedge, into a crescent shape with the tips of the crescent touching. Arrange on the prepared sheet pans 2 inches apart. Freeze the rolled rugelach for 20 minutes before baking. Repeat with the second disk of dough and freeze that for 20 minutes as well.
Brush the egg wash on the top and sides of each rugelach. Sprinkle with the remaining cinnamon sugar. Bake until lightly brown, 21 to 24 minutes. Let cool completely on the sheet pans. The rugelach are best eaten within 2 days of baking. Unbaked rugelach can be stored, well wrapped, in the freezer for up to 1 month. Allow to thaw slightly before baking.
NotesThis recipe will yield more Caramelized Apple Confit than needed for the rugelach. That's a good thing because it's amazing. Eat it on everything from sweet to savory. Store leftover confit in an odor-free airtight container in the refrigerator for up to 2 weeks.