In stand mixer beat cream cheese and sugar until smooth and creamy. Add vanilla and mix until combined.
Roll out pastry dough just enough to remove creases and form a square Cut dough into 4 equal squares. Fold in each corner towards the center. Add cream cheese mixture to the center of each pastry; dividing evenly. Add 1 tablespoon of jam to the top dropping it intermittently and messy.
Beat egg & water together in small bowl. Using pastry brush apply wash to the dough of each pastry.
Place pastries on cookie sheet covered with parchment paper and bake pastries for 25 minutes or until golden brown.