In the bowl of a stand mixer, combine the milk, sugar, butter, eggs and yeast. Add 4 1/2 cups (22 1/2 oz./705 g.) of the flour and the salt. Place the bowl on the mixer and fit with the paddle attachment. Mix on medium-low speed, adding as much of the remaining flour as need to make a soft dough that does not stick to the bowl.
Remove the paddle attachment and fit the stand mixer with the dough hook attachment. Knead the dough on medium-low speed, adding more flour if needed, until the dough is smooth but still soft, 6-7 minutes. Shape the dough into a ball.
Butter a large bowl. Add the dough and turn to coat with the butter. Cover tightly with plastic wrap. Let the dough rise in a warm spot until it doubles in bulk, 1 1/2-2 hours. (Or, punch down the dough, cover tightly with plastic wrap, and refrigerate for up to 12 hours. Punch down the dough and let stand at room temperature for 1 hour before using.)
In a bowl, using a handheld mixer on low speed, combine the cream cheese, ricotta, 1/3 cup (2 1/2 oz./75 g.) of the sugar, and the vanilla. Stir in the lemon zest. Set aside.
Cut the dough in half. On a floured work surface, roll out one of the dough halves into a 15-by-10-inch (38-by-25-cm.) rectangle. Cut into six 5-inch (13-cm.) squares. Set aside and cover with a kitchen towel. Repeat with the remaining dough.
Line two baking sheets with parchment paper. Place a dough square in front of you, with a point at the top. Place a generous tablespoon of the cheese mixture in the center of the square. Take the right corner of dough and stretch it over the cheese mixture; push the corner into the dough to secure it.
Pull and stretch the left corner to the right of the cheese to cover it, and press the corner into the dough to secure it. Repeat with the other two corners of dough, stretching the dough over the cheese to completely enclose it. Repeat with the remaining dough and cream cheese mixture.
Place the dough packets, spacing them 2 inches (5 cm.) apart, on the baking sheets. Loosely cover with plastic wrap and let rise in a warm place until they look puffy, 75-90 minutes.
Position a rack in the middle of the oven and another rack in the top third of the oven. Preheat to 350°F (180°C). Brush the tops of the pastries with some of the beaten egg. Place 1 sheet on each oven rack and bake, switching the sheets between the racks and rotating them 180 degrees halfway through baking, until golden brown, 25-30 minutes. Let cool on the baking sheets for 10 minutes.
In a small, heavy saucepan, combine the apricot preserves and 1 tablespoon water. Bring to a boil over medium heat, stirring often. Reduce the heat to medium-low and cook until slightly reduced, about 1 minute. Strain through a wire sieve into small bowl. Sift the remaining 1 cup (4 oz./125 g.) sugar into another small bowl.
Stir in 1-2 tablespoons water to make a thick, but pourable, glaze. Brush the apricot glaze over the pastries. Drizzle with the sugar glaze. Let stand until the glaze sets, 15-20 minutes. Serve warm or at room temperature. Makes 12 pastries.