To make pastry: Place the flour in a bowl. Rub the butter into the flour and blend until the mixture resembles coarse crumbs. Cut the cream cheese into small cubes and rub into the flour-butter mixture. Knead until the dough forms a ball. Cut dough in half, wrap each half in cling film and refrigerate.
To make filling: Stir the apricot jam until it is spreadable. In a bowl combine the sugar with the toasted, chopped almonds and lemon zest.
To assemble: On a lightly floured surface roll out each half of dough. The larger and thinner the circle the crispier the biscuits will be. Each circle should be at least 23cm in diameter. Spread each circle with jam and sprinkle with the almond mixture.
Cut each circle into twelve wedges. Roll each wedge up tightly from the outside edge. Turn edges slightly to form a crescent. Place crescents on a baking paper lined baking tray about 2.5cm apart.
Preheat oven to 180 degrees C.
Beat egg and brush biscuits with beaten egg. Sprinkle with chopped almonds. Bake for 20 to 25 minutes or until golden brown. Let biscuits cool on wire racks then dust with sifted icing sugar.