Prepare the Dough: In a mixing bowl, combine all-purpose flour, salt, and granulated sugar. Cut in cold unsalted butter until the mixture resembles coarse crumbs.

Form the Dough: Stir in vanilla extract and cold water. Shape the dough into a ball, wrap in plastic wrap, and refrigerate for at least 30 minutes.

Roll Out the Dough: Roll the chilled dough into a rectangle approximately ¼ inch thick and transfer it onto a baking sheet lined with parchment paper.

Add the Filling: Spoon apple pie filling down the center of the rolled dough, and sprinkle with ground cinnamon and nutmeg. Add dollops of cream cheese.

Fold the Dough: Fold the edges of the dough over the filling, sealing it well. Shape into a loose oval or horseshoe.

Apply the Egg Wash: Brush the top with an egg wash made from one beaten egg for a golden crust.

Bake the Kringle: Preheat oven to 375°F (190°C) and bake for 25 minutes until golden brown.

Prepare the Glaze: Whisk together powdered sugar and milk until smooth, adjusting consistency as needed.

Glaze and Serve: Drizzle the glaze over the baked kringle and let it set before slicing and serving.