Heat oven to 350 degrees. Cut margarine into flour and salt until mixture resembles coarse crumbs. Sprinkle in water, 1 tablespoon at a time, and vanilla, tossing with fork until all flour is moistened and dough cleans side of bowl. Divide dough into halves. Roll each half into rectangle, 12 x 8", on cloth-covered board generously sprinkled with sugar. Cut each lengthwise into four 2-inch strips.
2.
Prepare Fudge-Cream Cheese Filling. Drop by rounded teaspoons into 6 mounds, 1-inch apart, onto 1 strip; top with another strip. Cut into six 2-inch squares, seal edges securely. Place squares about 1-inch apart on ungreased cookie sheet. Repeat with remaining strips and filling. Bake until light golden brown, about 15 minutes. Immediately remove from cookie sheet; cool.
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