Combine yeast, milk, egg, and sugar; let stand until foamy.

Pulse flour, salt, cardamom, and nutmeg in a food processor.

Scatter butter over flour mixture and pulse until butter is in chunks.

Combine flour-butter mixture with yeast mixture until just moistened.

Cover and refrigerate for at least 4 hours.

Roll dough into a 16-inch square, fold into thirds, turn, and repeat rolling and folding multiple times with refrigeration in between.

Refrigerate the dough for at least 45 minutes.

Combine cream cheese, confectioners sugar, egg yolk, lemon zest, vanilla, and salt for the filling.

Cut dough in half, roll one half into a 10 x 20-inch rectangle, and cut into eight 5-inch squares.

Place filling in the center of each square, fold sides over, and seal.

Arrange on baking sheets and brush with egg wash and sprinkle with sugar crystals.

Let rise in a warm place for 30 minutes.

Preheat oven to 400 degrees F and bake for 20-23 minutes, until golden brown.

Cool and serve.