In a large bowl, using an electric mixer, beat cream cheese, butter, and sugar until light and fluffy. With mixer on low, add flour and salt; beat until combined (do not overmix).
Divide dough into 3 portions; flatten each into a disk. Roll each disk to an 1/8-inch thickness between sheets of parchment. Stack dough (still in parchment) on a baking sheet; refrigerate 20 minutes. (To store, wrap in plastic and freeze on sheet, up to 2 weeks. Thaw until pliable before using.)
Preheat oven to 375 degrees, with racks in upper and lower thirds. Mix egg yolk with 1/2 teaspoon water. Working with 1 dough sheet at a time, peel off parchment (save for baking). With a 2 1/2-inch round or 2-inch star-shaped cookie cutter, cut out cookies. Spoon 1/2 teaspoon jam into center of each and brush exposed dough with egg wash. Shape cookies (see below); arrange, 2 inches apart, on two parchment-lined baking sheets and refrigerate 20 minutes (reroll scraps).
Bake until cookies are light golden brown, about 15 minutes, rotating sheets halfway through. Let cool completely on wire racks. (To store, cover and keep at room temperature, up to 4 days.)
Jams, jellies, and preserves that include pectin work best as a cookie filling. If you like, brush top of filled star cookies with egg wash and sprinkle with sugar before baking. When using rounds of dough, firmly pinch edge to form 4 corners. If using star-shaped dough, fold points over to center and press lightly to seal.