Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.

Roll out the thawed puff pastry on a lightly floured surface until smooth, cutting into 3x3 inch squares.

Blend softened cream cheese, granulated sugar, vanilla extract, and optional lemon juice in a medium bowl until smooth.

Spoon about 1 tablespoon of the filling onto the center of each pastry square.

Fold corners of each pastry square toward the center to create a pocket for the filling.

Beat an egg and brush the edges of each pastry with the egg wash.

Arrange filled pastries on the baking sheet and bake for 15-18 minutes or until golden brown.

Let cool on a wire rack and mix powdered sugar and milk to drizzle over cooled pastries.