Cream butter in a large bowl with an electric mixer until smooth. Force cheese through a sieve right onto creamed butter and stir it in. Add the sour cream and combine the mixture well.
Whisk or sift together flour and salt in a separate bowl and gradually blend it into the cheese mixture. Wrap the dough in plastic and chill it for at least 3 hours.
Preheat oven to 200° C (400° F). Roll one-fourth of the dough out very thinly on a floured surface and chill the remaining dough until it is to be used.
Cut the dough into 8 cm (3-inch) squares and put about 1/2 teaspoon jam or preserves in the center of each. Fold the dough in half on the diagonal, pressing firmly down to seal the two sides around the jam. Roll the triangle into crescents, starting at the wide end.
Arrange crescents on a baking sheet (they won’t expand terribly much, so just an inch or so between them is fine), brush them lightly with milk and bake them for 15 minutes, until they are golden.
Transfer the cookies to a wire rack and dust them with powdered sugar. Continue making cookies in the same manner until all the dough is used.