Preheat oven to 400°F. Line (2) baking sheets with parchment paper. Set aside.
In a medium bowl with an electric hand mixer, beat cream cheese, granulated sugar and 1 teaspoon vanilla extract until smooth. Set aside.
Work with one sheet of the thawed puff pastry at a time, keeping the rest in the refrigerator until you’re ready to work with it to keep it cold.
Unfold one pastry sheet onto a lightly floured work surface. Cut into 3 pieces along the fold marks. Next cut the pastry sheet horizontally across the middle of the sheet to create 6 even rectangles.
Place the rectangles onto the prepared baking sheet. Use a paring knife to lightly score a ½-inch border around each puff pastry rectangle. This will allow the edges to rise around the filling; just be sure not to cut all the way through the pastry.
Add a slightly heaping tablespoon of the cream cheese mixture to the center of each pastry and spread it evenly within the borders you created. Next, add a teaspoon of jam to the center of each pastry, but do not spread the jam out.
Whisk together the egg and water until thoroughly combined. Use a pastry brush to apply the egg wash to the border of each pastry.
Bake in preheated oven for 16-18 minutes, or until puffed and golden brown. The centers will deflate a bit while cooling.
Repeat the process with the remaining pastry and filling ingredients.
Allow pastries to cool completely.
In a medium bowl, whisk together the powdered sugar, milk and vanilla to create a glaze. You want the glaze to be able to drizzle off of a spoon, but you do not want it to be watery. At this point, if the glaze is too thick to drizzle, gradually add more milk ½ teaspoon at a time until you reach the desired consistency. Drizzle glaze over cooled pastries. The glaze will harden upon cooling.
