This is one of the old recipe cards I've saved from cooking class in my high school day's. By looking at the card either we were very messy cooks or it was one that was used over and over, either way it sounds like a sweet little treat.
Preheat oven to 375 degrees. Beat cream cheese and sugar until light and fluffy. Stir in flour, egg yolk, lemon zest and juice.
Roll dough into 15" square on lightly floured surface, cut into 25 three inch squares. Place on greased cookie sheets and put about 1 tablespoon cream cheese mixture onto the centers. Fold two corners together; overlapping to pinch closed. Let rise 40 minutes. Bake 12-15 minutes
Heat jam until melted and brush over the hot rolls and sprinkle with chopped nuts