1. Add the butter, sugar, vanilla extract, and salt to a large bowl and mix until well combined. Add the heavy cream and mix to combine. Add the flour and mix until just combined – the dough should be soft and not sticking to your hands. Divide into two equal portions and wrap each into plastic wrap and place in the fridge for at least 2 hours or overnight.

2. Preheat the oven to 350°F (180°C). Line a baking sheet with baking parchment and set aside. Roll out one dough portion (keep the second one in the fridge) on a floured surface into a circle with a diameter of about 12 inches (30cm). Spread half of the jam on top of the dough – leave a small spot in the center free and cut the circle into 16 wedges like a pizza. Roll them up from the outside to the center and place the rugelach with the loose dough end down and some space in between on the prepared baking sheet, brush with milk and sprinkle some sugar on top. Bake for 25-28 minutes until nicely browned. Take out of the oven and let cool down on a baking sheet. If necessary, remove jam that burned a bit around the rugelach with a knife. Repeat with the second dough portion. The rugelach should be eaten within two weeks. Store in a tin box.