Cream the cheese and butter in the bowl of an electric mixer fitted with the paddle attachment until light. Add 1/4 cup granulated sugar, the salt, and vanilla. With the mixer on low speed, add the flour and mix until just combined.
Transfer cookie dough to a well-floured surface and roll it into a ball. Cut the ball in quarters, shaping each quarter into a flattened disc. Wrap each piece in plastic wrap and refrigerate for 1 hour.
Preheat the oven to 350°F. Spread the walnuts on a sheet pan. Toast for 6 minutes, then set aside to cool.
Make the Chocolate Filling: In a double boiler melt the chocolate. Once melted mix in the brown sugar, granulated sugar, cocoa powder, espresso powder and salt. Remove from the heat and mix well. Set aside to cool slightly. (The chocolate mixture should be soft and spreadable, not runny.)
On a well-floured board, use a floured rolling pin to roll each ball of dough into a 9-inch circle. Spread the dough circle with 1/4 of the chocolate mixture leaving 1/4-inch border. Sprinkle with 1/4 cup chopped walnuts or pecans.
Cut the circle into 12 equal wedges using a pizza cutter or pastry wheel cutting the whole circle in quarters, then each quarter into thirds.
Starting with the wide edge (large end), roll up each wedge. Place the cookies, points tucked under, on a baking sheet lined with parchment paper. Chill for 30 minutes.
Preheat the oven to 350°F. Brush each cookie with the egg wash and sprinkle with turbinado sugar.
Bake for 15 to 20 minutes, until lightly golden brown. Remove to a wire rack and let cool.