In a medium bowl, beat the heavy cream until it forms soft peaks; cover with plastic wrap and refrigerate.

Place the gelatin sheets in a small bowl of cold water to soften (~5-7 minutes).

Meanwhile, place the cream cheese in a medium, heat safe bowl set over a pan of simmering water. Heat just until it's softened and whisk until smooth.

Squeeze the excess water from the gelatin and add the gelatin, the confectioner’s sugar and the vanilla to the warm cream cheese whisking until smooth and completely blended. Remove the bowl from the heat and let the mixture cool to room temperature, 10 to 15 minutes; it will thicken slightly.

Meanwhile, in a very small saucepan, combine the sugar and water; boil to 248°F.

While the sugar syrup is coming to temperature, place the egg yolks in a medium bowl and beat with an electric mixer until blended. Once the syrup reaches 248°F, turn the mixer on to high speed and slowly pour the sugar syrup onto the mixing yolks, avoiding the beaters and the sides of the bowl. Continue to beat on medium speed until the mixture cools and becomes pale and ribbony, about 4 minutes. Gently fold the cooled cream cheese mixture into the egg yolk mixture.

Remove the whipped cream from the refrigerator and add ~⅓ of it to the egg yolk and cream cheese mixture, gently fold until only a few streaks of the whipped cream remain. Add the remaining whipped cream and gently fold until it is evenly incorporated.

Transfer the finished mousse to a piping bag fitted with a round or decorative tip and store it in the refrigerator for at least two hours or until ready to use.