Prepare two baking sheets by lining them with parchment paper. Preheat the oven to 400°F.
Crack the whole egg into a small bowl. Add the water and beat together. Set aside.
In a medium bowl, add egg yolk, cream cheese, sugar, lemon juice and vanilla. Mix the ingredients together using an electric mixer on medium high speed.
On a clean surface, spread out both puff pastry sheets. Cut each sheet into 4 even squares. Make the squares into octagons by folding over each corner about 1 inch.
Add a dollop of the cream cheese mixture into the center of each of the octagon shapes. (about 2 tbsp each). Keep the cream cheese in a dollop shape. Don't spread it out.
Optional Cherry topping: Add cherry pie filling on top of the dollop of cream cheese.
Dip a pastry brush into the egg/water mixture. Brush the top of the exposed puff pasty with the mixture. Add a dusting of sugar over the exposed pastry.
Bake for 15-27 minutes until the pastry is an even golden brown. Cool and serve.