1. Beat the cream cheese, butter, and confectioners’ sugar. Add vanilla and then flour slowly, until a stiff dough forms. Refrigerate dough for one hour.
2. Preheat oven to 350 degrees Fahrenheit. Divide the dough into three balls.
3. On a floured surface, roll out each ball of dough into an eight-inch circle. Cut each circle into 16 even wedges and lightly sprinkle with one of the filling options. (No need to add oil before sprinkling the dough with the filling.)
4. Roll each wedge of dough from the wider end towards the center. Lay seam-side down on a Gefen Parchment-lined baking sheet. Bake for 15 minutes. Remove from the oven before the rugelach begin to brown. Once the rugelach have cooled, you may sprinkle with confectioners’ sugar.