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

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 Pastry Dough

• Gently open up the mostly thawed puff pastry and roll the pastry a few times until square 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.
• Add about three heaping tablespoons of lemon pie filling on top of the cream cheese mixture and 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 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
• Brush egg wash over both pastries and bake for 25-30 minutes or until golden brown.
• Bake in preheated oven for 25-30 minutes or until golden.

Glaze Drizzle

• In a small bowl, stir powdered sugar and milk together.
• Drizzle over puff pastries once cooled a bit.