Using an electric mixer, cream the butter, cream cheese and sugar on high speed for 3 minutes.
Add the vanilla and salt and mix at low speed until blended. Mix in the flour at low speed until incorporated.
Shape into a 5-inch square. Wrap in plastic wrap; refrigerate for 30 minutes.
Preheat the oven to 325 degrees . Line 1 cookie sheet with parchment. In a medium skillet, cook the apples, brown sugar, butter and apple pie spice over medium-high heat, stirring, for 10 minutes. Refrigerate for 30 minutes.
On a floured surface, cut the dough into 4 strips. Working with 1 strip at a time, roll out to a 5-by-10-inch rectangle; spoon one-quarter of the apple filling lengthwise down the center.
Brush the short edges and 1 long edge with egg white. Fold the long edge over to meet the other edge; seal, then trim the edges. Transfer to the prepared pan. Using a fork, crimp the seams. Repeat with the remaining dough and filling. Using a toothpick, prick the tops.
Bake until golden, 50 minutes. Let cool on the pan, 20 minutes.
In a small bowl, whisk the confectioners sugar and cream. Brush over the warm dough pockets; top with the sprinkles. Let cool; cut crosswise into 1-inch pieces.