Preheat oven to 425°F and line a baking sheet with parchment paper.
In a small bowl, beat together cream cheese, sugar, and vanilla (if using) until smooth.
8 ounces cream cheese, ¼ cup granulated sugar, 1/2 to 1 teaspoon pure vanilla extract
Unroll puff pastry and, if needed, use a rolling pin to gently roll out to a rectangle approximately 9x13 inches. Cut pastry into 8 rectangles.
1 sheet puff pastry
Transfer the rectangles to the prepared baking sheet, leaving some space between. (You might need two baking sheets.) Using a paring knife, score a smaller rectangle inside each piece of dough, leaving a ½-inch border all around. Be careful to not cut all the way through the dough.
Spread about 2 tablespoons of the cream cheese mixture onto each smaller rectangle. Beat together egg and water, then use a pastry brush or paper towel to brush the egg wash on the uncovered pastry edges.
1 egg, 1 tablespoon water
Bake for 12-15 minutes, until puffed and golden brown. Let cool slightly before serving.
Notes
I use Wewalka or Jus-Rol brand puff pastry, which can be found in the refrigerated dough section.