Place the box of puff pastry on the counter and allow it to thaw according to instructions. You will want the puff pastry to be no longer frozen, but still cold so it is pliable but not sticky. Gently roll it out to Smooth the seams, and divide each sheet into six relatively equal sized rectangles. With a knife, gently and then a smaller rectangle about a half inch into each pastry rectangle, making sure not to cut all the way through the rectangles. You will want to keep the filling inside of the small rectangle, so that the filling does not spill out of the pastry during the baking process.
Whisk the whole egg in a small bowl, and brush the egg onto the outer part of each rectangle pastry.
Combine the cream cheese, granulated sugar, egg yolk, and pure vanilla extract in a small bowl, and whisk until smooth, about 30 seconds.
Spoon a heaping tablespoon of the cheesecake filling onto the middle rectangle of each puff pastry, gently spooning it over to the edge of the inner rectangles. Spoon a small amount of preserves on top of each of the cheesecake fillings. Bake at 400° for 14 to 16 minutes.
Remove and allow to cool for about 10 minutes, during which time you can make the glaze.
Combine the ingredients for the glaze in a small bowl, whisk in until smooth, about 30 seconds. With a spoon, drizzle the vanilla glaze onto each puff pastry. Serve immediately. Store any leftovers in an airtight container on the counter for up to two days, but these are best served day of. Enjoy!
Notes
See blog for dietary substations for dairy and gluten.