• Preheat oven to 375° and line a baking sheet with parchment paper.

Apple Filling

• In a medium saucepan over low heat, bring water, cornstarch, sugar, cinnamon and lemon juice to a boil, stirring constantly.
• Continue stirring for 3-4 minutes until the sauce thickens up.
• Once the sauce has thickened, add apples, stir and let simmer for 8-10 minutes.
• Remove from heat and let cool.

Cream Cheese Filling

• In a medium bowl, beat cream cheese until fluffy, about 2-3 minutes.
• Add sugar, egg yolk, lemon juice and vanilla extract. Beat until combined.

Cut the Puff Pastry Dough

• Gently open up and roll puff pastry a few times on a lightly floured surface.
• Spoon half of the cream cheese mixture down the center of each puff pastry leaving about 1½ inch free from filling at each end.
  
• Once the apple mixture has cooled, add about three heaping tablespoons of mixture on top of the cream cheese filling, gently spread, then repeat with the other puff pastry.
• See above photo: cut two slits at each end of the pastry about 1 inch long and fold over the top of the filling and secure to prevent mixture from leaking out.
• Next cut off the top and bottom side pieces at an angle (see above photo) and continue to make cuts into the pastry along each side making sure not to cut too close to the filling.
• Once the ends have been secured, start folding each piece over each other like a braid and secure.

Egg Wash

• Mix egg and water together
• Sprinkle with coarse sugar.
• Brush egg wash over both pastries.
• Bake for 25-30 minutes or until golden.