Combine flour, sugar, salt and baking powder in a mixing bowl.
Use the shredding blade of a food processor to shred the frozen butter like cheese.
Add butter to flour mixture and combine.
Add heavy cream, vanilla, eggs and yolk, mixing together without handling excessively, until it comes together in a ball.
Divide into four pieces.
Work with one piece as you keep the rest chilled in the refrigerator.
Roll one piece out thinly to about 8"x9".
Microwave the raisins with the little bit of water to soften.
Stir those with the walnuts.
Again, microwave the jam until it starts to be a little runny.
Spread dough with 6 tablespoons of the jam leaving a little room at the top and bottom of the long edge., then top with half a cup of the raisin nut mix.
Roll the dough from the long side, pinching the top edge closed (the pastry should be longer, not shorter).
Cut the dough into eight pieces, re-crimping if necessary.
Place seam side up on a parchment lined cookie sheet.
Brush tea biscuits lightly with egg white and sprinkle with coarse sugar.
Bake for 20 minutes.
Then work on the remaining three dough pieces the same way.