A rich cream-cheese dough flecked with lemon zest is filled with sweet-tart raspberry preserves in these festive pinwheel cookies known as joulutorttu, which means Christmas tart in Finnish.
Whisk together flour, baking powder, and 1/2 teaspoon salt in a medium bowl. In the bowl of an electric mixer fitted with the paddle attachment, cream together butter and cream cheese on medium speed until well combined, about 1 minute. Add sugar and lemon zest and continue to beat until fluffy, about 2 minutes. Add 1 egg and beat until combined. Beat in flour mixture on low speed until combined. Divide dough in half. Shape each half into a square, wrap in plastic, and refrigerate until firm, 1 to 2 hours.
Preheat oven to 325 degrees. Line two baking sheets with parchment paper.
Remove one-half of dough from the refrigerator. On a lightly floured sheet of parchment, roll out dough into a square about 1/8 inch thick. Cut out squares using a 3 1/2-inch square cutter, then carefully transfer to prepared baking sheets, spaced about 1 1/2 inches apart. If dough becomes too soft, transfer parchment with dough to a baking sheet and refrigerate until firm.
Place 1 teaspoon preserves in the center of each square. Using a small paring knife, cut 1 1/4-inch slits diagonally from each corner toward the filling. Fold every other tip over to cover filling, forming a pinwheel. Press lightly to seal. If dough becomes soft, refrigerate until firm.
Lightly beat remaining egg with remaining pinch of salt. Using a pastry brush, lightly brush tops of cookies with egg wash. Bake until edges are golden and cookies are slightly puffed, 15 to 20 minutes. Let cool on sheets 5 minutes, then transfer cookies to a wire rack to cool completely. Repeat with remaining dough.