Cream Cheese Pinches
["1 (8 oz.) pkg. cream cheese, softened", "1 egg, beaten", "1/4 c. sugar", "1/2 tsp. vanilla extract", "1 c. water", "1/2 c. shortening", "5 c. all-purpose flour, divided", "1/2 c. sugar", "1 pkg. RapidRise yeast", "1/4 tsp. salt", "3 eggs", "melted butter or margarine", "1 1/2 c. sifted powdered sugar", "2 to 3 Tbsp. milk", "1/3 c. finely chopped pecans"]
["Beat cream cheese at medium speed of an electric mixer until smooth; add 1 egg, 1/4 cup sugar and vanilla, stirring well.", "Set aside.", "Combine water and shortening in a saucepan; heat until very warm (120\u00b0 to 130\u00b0)."]
["cream cheese", "egg", "sugar", "vanilla extract", "water", "shortening", "flour", "sugar", "RapidRise yeast", "salt", "eggs", "butter", "powdered sugar", "milk", "pecans"]