Preheat oven to 375 degrees F. Scald milk and set aside to cool. Place flour, sugar, yeast, salt, and butter or margarine in a bowl. Blend with a pastry blender. Add eggs and vanilla to cooled milk. Blend milk mixture into flour mixture with a fork until the dough holds together. Turn out to a floured board and knead lightly until a soft dough forms. Wrap the dough in wax paper and place in the refrigerator for at least 2 hours. Cut the dough into two pieces and roll the pieces into two 8x11-inch rectangles. Prepare filling: combine the cream cheese, vanilla, and sugar, and blend well. Spread each rectangle with half of the cream cheese filling and roll it up like a jelly roll. Shape into a crescent and place on a greased cookie sheet; brush with the beaten egg. Bake for 30 minutes and serve with seasonal fresh fruit.