01 -
Preheat oven to 375°F (190°C) and line a baking sheet with parchment paper.
02 -
In a medium bowl, beat cream cheese until fluffy, about 2-3 minutes. Add sugar, egg yolk, lemon juice, and vanilla extract. Beat until well combined.
03 -
Gently open the mostly thawed puff pastry and roll it out into a square on a lightly floured surface.
04 -
Spoon half of the cream cheese mixture down the center of each puff pastry, leaving about 1½ inches free at each end. Add about three heaping tablespoons of lemon pie filling on top of the cream cheese mixture and gently spread.
05 -
Make two slits at each end of the pastry (about 1 inch long) and fold over the top to secure the filling. Cut off the top and bottom side pieces at an angle and continue making diagonal cuts along each side of the pastry, avoiding cutting too close to the filling. Fold each section over the filling alternately, creating a braided effect.
06 -
Mix the egg and water together in a small bowl. Brush the egg wash over both pastries.
07 -
Bake the pastries in the preheated oven for 25-30 minutes or until golden brown.
08 -
In a small bowl, combine powdered sugar and milk. Stir until smooth. Drizzle over the pastries once they have cooled slightly.