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To make the dough: In the bowl of a food processor, pulse the flour, sugar, and salt to combine.
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Add the cold butter and cream cheese and pulse about eight times, until the butter and cream cheese are broken down into pea-sized pieces. Add the sour cream and vanilla and pulse until the dough comes together in large clumps but before it forms a cohesive mass; when the dough is ready, you’ll notice the sound of the food processor change.
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Transfer the dough to a lightly floured work surface and divide it into three equal pieces (about 250g each). Form each piece into a 1"-thick slab (about 4" x 3"), then wrap tightly in plastic wrap or your favorite reusable wrap. Refrigerate for at least 1 hour and up to 2 days.
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To assemble the cookies: Line a baking sheet with parchment. Working with one piece of dough at a time and leaving the other two refrigerated, roll it into a rough 13" x 7" rectangle on a lightly floured surface. It’s OK if the edges are craggy.
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To make the filling: In a medium microwave-safe bowl, melt the chocolate in 20-second increments, stirring in between until completely melted. (Alternatively, melt the chocolate in a double boiler on the stovetop.) Add the sugar, cocoa, vanilla, oil, and salt; the mixture will look slightly grainy. The filling should be loose enough to spread and warm to the touch, between 110°F and 120°F.
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Working quickly, dollop a third of the chocolate mixture (4 teaspoons or about 40g) all over the surface of the dough rectangle, then use an offset spatula to spread it evenly, leaving a 1/4" border on all sides. It’s OK if the chocolate hardens slightly when it comes in contact with the cold dough.
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Using a sharp knife, cut the dough in half lengthwise to make two rectangles about 13" x 3 1/2" in size. Starting at the center (the edge covered with filling) and working toward the bare edge, roll the dough into a long log about 1" wide. Gently press the seam shut and use your hands to smooth any cracks on the exterior. Repeat with the other piece of dough so that you have two logs.
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Place the logs seam-side down on the work surface, then trim about 1/2" off each end and discard those pieces. Using a sharp knife and wiping it clean as necessary, slice each log into twelve 1" pieces to make 24 total cookies. (For easy measuring, cut the log in half, cut each piece in half to make four quarters, and then cut each quarter into thirds). Place the cookies on the prepared baking sheet with the seam on the bottom (the cookies can be very close together). Transfer to the freezer, uncovered, for at least 20 minutes.
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While the first batch of cookies freezes, preheat the oven to 350°F with a rack in the center. Assemble, shape, and freeze cookies from the two remaining pieces of dough. Between assembling batches of cookies, gently rewarm the filling mixture in the microwave in 15-second increments until it’s warm and spreadable again.
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To bake the cookies: When ready to bake, mix the egg wash in a small bowl. Dip the top of each cookie in the wash, then return to the baking sheet. Bake for 30 to 35 minutes, one sheet at a time (keep the other cookies frozen), until the cookies are golden brown. The chocolate filling will leak slightly; that’s OK. (See “tips,” below for options on how to stagger the freezing and baking process, if desired.)
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Remove the cookies from the oven and allow them to cool completely on the baking sheet.
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Before serving, dust the cool cookies with confectioners’ sugar, if desired.
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Storage information: Store the Mini Chocolate Croissant Cookies in an airtight container at room temperature for up to 5 days. Frozen, unbaked cookies can be transferred to a freezer-safe bag and stored for up to 2 months. Bake as instructed.
