Pulse the cream cheese, 1/2 cup granulated sugar, the vanilla and salt in a food processor until smooth. Add the flour and butter; pulse until the dough just comes together. Divide among 3 sheets of plastic wrap; shape into disks. Wrap and chill until firm, at least 1 hour.
Whisk the remaining 1/4 cup granulated sugar, the brown sugar and cinnamon in a bowl; set aside. Let the dough soften slightly at room temperature, about 5 minutes. Working with 1 disk at a time, dust the dough with flour and roll out into a 9-inch round between 2 pieces of parchment. (If the dough gets too soft, return to the refrigerator.)
Line 2 baking sheets with parchment paper. Brush each round of dough with the beaten egg, leaving a 1-inch border (refrigerate the remaining beaten egg). Sprinkle each with 1 tablespoon instant coffee, 1/4 cup nuts and 3 tablespoons of the cinnamon sugar; press into the dough. Slice each round into 12 wedges. Starting from the wide ends, tightly roll up the wedges. Arrange 2 inches apart on the baking sheets. Refrigerate until firm, 30 minutes.
Position racks in the upper and middle thirds of the oven; preheat to 350 degrees F. Brush the cookies with the remaining beaten egg, then sprinkle with the remaining cinnamon sugar. Bake, switching the pans halfway through, until lightly browned, about 30 minutes. Let cool completely on the baking sheets.