In a medium bowl, whisk together the flour, salt and baking powder.
In a food processor, mix the cream cheese, butter, sugar, egg, and vanilla and pulse until the mixture is smooth.
Scrape down the sides and pour in the dry mixture, then pulse again until a dough forms.
Divide the dough in half and flatten into discs, before wrapping in plastic wrap. Wrap tightly and refrigerate for at least 1 hour, but it can be refrigerated for 3 days or frozen for up to 6 months.
Preheat the oven to 350°F/175°C and line two baking sheets with parchment paper.
In a small bowl, whisk an egg and 2 teaspoon of milk together for your egg wash.
Remove one disc of dough and let it sit for 5-10 minutes until it is malleable. Roll it out on a lightly floured work surface, and add more flour as necessary so it doesn’t stick. Roll it out to be ⅛ inch thick. Use a 3-4 inch round cutter to cut out rounds. Place each round on a baking sheet. You can reroll the scraps to cut out more rounds.
Brush the outer edges (about ½ inch) of each disc with the egg glaze. Place ½ tablespoon of nutella in the centre of each round. This is when you can add sprinkles!
Fold the dough over on each side to make a triangle, leaving about ½ inch of the filling visible. Pinch each corner so the dough sticks. Brush the 3 sides of every triangle with egg glaze. Chill for 10 minutes and repeat with the other disc of dough.
Bake the first sheet for 22-27 minutes. When golden brown, remove from the oven and bake the second batch