Working with one piece of dough at a time, smear each dough rectangle with 1 tablespoon of Raspberry Jam with Chocolate Liqueur, leaving a ½" border all around the edges of the dough.
Sprinkle ¼ of the Rugelach Filling over each rectangle, and gently pat down.
Starting with the ragged, long side of each rectangle, gentle tuck it over to begin the roll. Pull the parchment paper up and away from you over the dough to force the dough into a roll. If the dough roll appears to be thicker in the middle than the edges, gently smooth it out over the parchment paper. Don't try to do this directly on the dough, as you could tear it. Continue to roll until the straight edge of the dough is on the bottom of the roll.
Slide into the freezer with the parchment paper while you form the remaining rolls of dough. (The rolls can stay frozen for up to 2 months.)
Preheat the oven to 400˚F. Line 2 baking sheets with parchment paper or silicone baking mats.
Place a roll on a working surface and unfurl the parchment paper. Using a sharp, dry knife, gently cut each roll into 1" slices. Transfer the dough slices to a baking sheet, and arrange the slices seam side down. Repeat with the remaining rolls.
Mix together the egg and water, and beat well. Brush on the tops of the slices, and sprinkle with the sugar.
Bake for 15 to 17 minutes, rotating the sheets from top to bottom and from back to front at the midway point, or until the cookies are golden brown. It's better to over bake slightly than under bake to ensure the dough in the cookie centers is baked. Some chocolate will ooze out, along with the occasional dried currant. It's unavoidable.
Transfer the cookies to racks to cool to room temperature.