Preheat oven to 400 degrees F. In a medium bowl and using an electric mixer set on low, beat cream cheese, egg yolks, and 1 cup confectioners' sugar until smooth, 2 to 3 minutes. Set aside. Roll out 1 puff pastry sheet into a 10-inch square. Cut into four 5-inch squares. Place 2 tablespoons cream cheese mixture in center of each square. Top each with 1 1/2 tablespoons cranberry sauce. Dampen edges of each square with water and fold over to form a triangle. Press edges together with a fork to seal. Transfer turnovers to a parchment-lined baking pan. Repeat with second puff pastry sheet to make remaining turnovers. Bake turnovers until puffed and golden brown, about 20 minutes. Transfer turnovers to a wire rack to cool, about 10 minutes. In a small bowl, stir together remaining confectioners' sugar and 4 tablespoons water until a thick but flowing icing forms. (If icing is too thick, add more water, a few drops at a time.) Fill a resealable plastic bag with icing, seal bag, and snip off a tiny corner. Pipe icing over turnovers, as shown.