In a large bowl, cream the cheese and butter with an electric mixer until smooth and light. On low speed, blend in the ¼ cup sugar, salt, and vanilla. Stir in the flour until just combined, adding additional flour as needed to make a cohesive dough.
Divide the dough into four equal pieces and roll each into a ball. Between layers of wax paper, roll each ball into an approximate 9-inch circle. Wrap and chill the rolled dough separated by sheets of wax paper for at least one hour or overnight.
In a small saucepan over medium-low heat, stir together the cranberry sauce and orange juice. Cook, stirring frequently as the mixture bubbles, until reduced to about 2/3 cup, 5 to 8 minutes. Let cool to room temperature. If not using immediately, refrigerate until ready to use.
For the filling, combine ½ cup sugar and the walnuts and set aside. Line a large baking sheet with parchment paper and set aside.
Working with one dough circle at a time, evenly spread about 2 tablespoons of the reduced cranberry sauce over the dough to about ½ inch from the edge. Spread a scant ¼ cup of walnut mixture over top. Cut the circle like a pizza into 12 wedges. Starting at the wide edge, roll up each triangle, and tuck in any pointy ends to keep them from burning.
Place the formed pastries seam side down on the prepared baking sheet, and repeat with remaining dough circles. Freeze about 30 minutes.
Meanwhile, preheat the oven to 350°F.
Brush each pastry with egg wash and sprinkle lightly with sugar. Bake for 25 to 30 minutes, until lightly browned. Remove from the oven, and let rest on the baking sheet for 5 minutes before transferring rugelach to a wire rack to cool completely.
To make the glaze, heat the cranberry sauce in the microwave or on the stovetop until lukewarm. Stir in the orange juice, then gradually whisk in the sugar until the mixture is smooth and slightly thick but still a pourable consistency (if it gets too thick, add a few more drops of orange juice). Drizzle over the rugelach and let the pastries stand at room temperature until the glaze firms up.