Step 1

Preheat the oven to 400 degrees F. Line 2 baking pans with parchment paper.

Step 2

Beat the whole egg with 1 teaspoon of water in a small bowl; set aside.

Step 3

Beat the egg yolk, cream cheese, sugar, lemon juice and vanilla in a medium bowl with an electric mixer on medium-high speed until smooth.

Step 4

Lay out the 2 sheets of puff pastry and cut each into 4 squares. Fold the corners of the squares over by about 1 inch to make octagon shapes. Spoon the cream cheese mixture evenly into the center of each (about 2 tablespoons per); do not spread the cream cheese. Brush all of the exposed pastry with the egg wash, then dust generously with sugar.

Step 5

Bake until puffed and golden brown all over, about 18 minutes. Cool slightly before serving.