Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.

In a mixing bowl, combine softened cream cheese, granulated sugar, egg yolk, and vanilla extract. Beat until smooth.

Roll out thawed puff pastry to about 1/8 inch thick and cut into 12 squares.

Place about 2 tablespoons of the cream cheese mixture in the center of each pastry square, fold and seal edges.

Place the pastries on the baking sheet and brush tops lightly with a beaten egg yolk.

Bake for 20-25 minutes until puffed and golden brown.

Let cool slightly, then dust with powdered sugar before serving.