Preheat oven to 350°F (180°C). Line rimmed baking sheets with parchment paper.

In a medium bowl, stir together cream cheese, confectioners’ sugar, and vanilla bean paste until smooth and combined.

Divide Rugelach Dough into 4 portions (about 181 grams each). On a lightly floured surface, roll one portion of dough into a 10-inch circle. (Keep remaining dough refrigerated until ready to use.) Spread one-fourth of cream cheese mixture (about ⅓ cup or 122 grams) onto dough, leaving a ½-inch border around edges. Using a sharp knife or pastry cutter, cut dough into 12 triangles. Starting from base of each triangle, roll up triangle toward point, and place 1½ inches apart on prepared pans. Repeat procedure with remaining dough and remaining cream cheese mixture.

In a small bowl, whisk together egg and 1 tablespoon (15 grams) water; brush onto rugelach. Top with sprinkles.

Bake until lightly browned, about 20 minutes. Let cool on pans for 10 minutes. Remove from pans, and let cool completely on wire racks. Store in an airtight container for up to 5 days.