Spread one side, of one of the slices of tsoureki, with cream cheese.  Then, spread the jam over the cream cheese. Ensure that the entire surface of bread is covered in cheese, and jam.  Cover with the second slice of tsoureki to create a sandwich.
2 slices tsoureki, 2 tbsp cream cheese, 1 tbsp jam
In a shallow bowl whisk the egg, milk, cinnamon and salt.  Dip the sandwich into the egg mixture (both sides).
1 egg, 1 tbsp milk, ¼ tsp cinnamon, ¼ tsp salt
Melt the butter in a frying pan set over medium heat.  Cook your sandwich on both sides until golden (this should take a few minutes per side).  While you are frying your sandwich you can press down with a spatula.
1 tbsp butter
While your sandwich is frying prepare your cinnamon sugar by combining the sugar and cinnamon.  Spread the cinnamon sugar onto a plate.
1 tbsp sugar, ½ tbsp cinnamon
Coat your cooked sandwich on all sides with the cinnamon sugar by transferring your sandwich to the plate.  Serve immediately.