Preheat oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a bowl, mix the softened cream cheese, sugar, and vanilla extract until smooth.
Unfold each sheet of puff pastry and cut into 6 rectangles (12 total).
Spoon a heaping tablespoon of the cream cheese filling onto the center of each rectangle.
Fold in the corners or edges slightly and place on prepared baking sheet.
Brush the edges with beaten egg for a golden finish.
Bake for 15-18 minutes or until puffed and golden brown.
Let cool slightly, then dust with powdered sugar if desired.