Preheat oven to 400°F
Take out only one disk and roll dough out on a floured surface. Roll into a rectangle that is approximately 1/8" thick. It's better to be on the thinner side for these cookies.
Cut the rectangle dough into 2 inch squares. Really strive to cut in squares rather than rectangles as it will be more difficult to fold the cookie from a rectangle shape.
Place a small line of the cream cheese filling or jam if you prefer (about 1/2 teaspoon) on each square diagonally from one top corner to the opposite bottom corner.
In a small bowl, mix together one egg white with a 1/2 tablespoon of water.
Fold the top corner without jam towards the middle and fold the bottom corner without the jam on top of it. Place a small drop of the egg mixture onto the overlapping portion of the corners then press the corners firmly (but gently) together to fuse them together.
Place on a baking sheet lined with parchment paper and do one last check that the tops are fused together by pressing down gently on the top of all the overlapping portions of the cookies. This will ensure they don't come apart while baking. Bake for 10-15 minutes at 400°F or until tops turn a little brown.
Cool on a baking rack and dust with powdered sugar when ready to serve. Store in an airtight container and enjoy for up to 4 days.