Preheat oven to 375 degrees F. Line a sheet pan with parchment paper.
In a mixer fitted with a paddle attachment (or using a hand mixer), cream the cream cheese until soft and smooth. Add the egg and mix. Add 1/2 cup of the sugar, the vanilla, and cinnamon and mix. Add the cut up dried plums and mix just until incorporated. Spoon the mixture into a pastry bag fitted with no tip and a large opening at the end (or just set aside in a bowl).
Transfer one sheet of phyllo to the prepared pan. Using a pastry brush, brush the phyllo with butter. Sprinkle with 1/3 of the remaining sugar and 1/3 of the ground walnuts. Repeat with the two remaining sheets of phyllo. Reserve the remaining melted butter and sugar.
Turn the sheet pan so the wide part of phyllo is parallel to your body. Two inches in from the left-hand edge of the phyllo, working from top to bottom and leaving 2 inches bare at the top and bottom, pipe or spoon 2 lines of cream cheese mixture 3/4 inches thick.
Starting at the edge, roll up the pastry to encase the cheese. Keep rolling to form a log. Move the log to the center of the sheet pan and tuck the ends under to keep the filling from oozing out. Brush the surface with melted butter and sprinkle with sugar.
Bake until golden brown, about 30 minutes. Let cool 10 to 15 minutes on the pan. Using a serrated knife, cut carefully into sections and serve warm, with whipped cream or ice cream.