Make the dough: In a large mixing bowl, combine the butter and cream cheese. Beat together by hand with a stiff spatula, or with hand beaters on medium-high speed, for 3 to 4 minutes, until uniform, light, and smooth. Add the sugar and vanilla and mix until fully combined and smooth. Add the flour and salt and mix gently until it comes together in a uniform dough. Turn the dough out onto a large piece of plastic wrap and shape it into a disk, roughly 8 inches (20 cm) in diameter. Wrap and transfer to the fridge to chill for at least 2 hours, or overnight.

Make the filling: In a small saucepan, combine the prunes, port, and cinnamon. Bring to a boil, then reduce to a simmer and cook until the port has reduced by half. Remove from the heat and let the mixture cool to room temperature. When cooled, transfer the prunes to a food processor and process for 2 to 3 minutes, until smooth. 

Preheat the oven to 350°F (175°) with a rack set in the middle. Line a 13- by 18-inch (33 by 46 cm) baking sheet with parchment paper and set aside. Remove the dough from the fridge and allow it to soften at room temperature for 15 to 20 minutes, until pliable enough to roll. 

Unwrap the dough and place it on a well-floured work surface. With a rolling pin, roll the disk out into a circle ever so slightly larger than 12 inches (30.5 cm) in diameter. Invert a 12-inch (30.5 cm) mixing bowl on top of the dough and, using a paring knife, trim off any dough bits that are sticking out to make a tidy circle. 

Spread the prune filling all over the dough in an even layer, going all the way to the edges, and then cover with the walnuts, pressing them firmly into the filling with your hands. With a large sharp chef's knife or a pizza cutter, slice the round of dough into 16 even triangles, as if slicing a pizza. Roll up each triangle of dough like a croissant, starting with the outer, wide edge. 

Finish the rugelach: Place each rugelach on the baking sheet, seam side down, spacing them 1 inch (2.5 cm) apart. Beat the egg with the salt and, using a pastry brush, paint the top of each one with the egg wash. Dust them with sugar. Transfer to the oven and bake for 25 to 30 minutes, until golden brown. 

Remove the rugelach from the oven and place the baking sheet on a heatproof surface to cool. Nosh as you wish, storing any remaining rugelach in airtight containers at room temperature for up to 1 week.