Step 1: Preheat the Oven - Start by preheating your oven to 375°F (190°C) to ensure even baking.
Step 2: Prepare the Dough - Unroll the refrigerated crescent rolls into triangles or follow the package instructions for gluten-free dough.
Step 3: Make the Cream Cheese Filling - Combine cream cheese, powdered sugar, egg, and vanilla in a mixing bowl. Whisk until smooth.
Step 4: Assemble the Pastries - Spread about 1 tablespoon of cream cheese mixture followed by 1 tablespoon of Nutella on each triangle of dough.
Step 5: Roll and Seal - Roll the dough from the wide end to the pointed end and pinch the edges to seal.
Step 6: Brush with Egg Wash - Whisk together remaining egg and milk, then brush the mixture on top of the pastries.
Step 7: Bake - Place pastries on a baking sheet and bake for 12-15 minutes or until golden brown.
Step 8: Cool and Dust - Let pastries cool slightly and dust with powdered sugar before serving.
