In a medium bowl, combine all filling ingredients but the cherries. Set aside.
In a mixing bowl, combine sugar, butter cherry liquid, and egg. Beat until light and fluffy.
Add flour and all remaining ingredients to and mix well.
Shape dough into a long 18" log on wax paper. Top with another piece of wax paper. Roll dough into 20 x 10 inch square.
Spread dough with cream cheese mixture, and sprinkle with chopped cherries. Remove top wax paper and use bottom wax paper to assist you in rolling up the dough like a cinnamon roll.
Cut into 2 rolls. Wrap in plastic wrap and refrigerate for 4 hours.
Preheat oven to 375 degrees. Cut dough into 1/4 inch pieces and place on prepared cookie sheet. Bake for 7-10 minutes until set. Cool 2 minutes and place on cooling rack. Store in refrigerator.