In a medium sized bowl, beat cream cheese, sugar, vanilla extract and milk (or half and half) together, using an electric mixer. Mix filling for 2-3 minutes, until mixture is very smooth and sugar has dissolved. Set mixture aside, once spreadable.
Remove a sheet of puff pastry from freezer, and let it thaw slightly (for about 15 minutes) before unfolding it. While dough thaws, preheat oven to 400° F. Once dough is slightly thawed, gently unfold it. Press dough together where any line perforations may be, to form one large piece. Cut pastry dough into 8 rectangles. Do this by cutting dough in half, then cut each half in half. Finally, cut each of the 4 squares in half once again. You should end up with 8 equal sized rectangles. I use a pizza cutter for nice even cuts!
Place the 8 rectangles of dough onto 2 parchment paper lined baking sheets. Place 4 pastries per baking sheet, and make sure to leave a couple inches between each pastry. Using a sharp knife, score a border all the way around each of the pastries, about half an inch from the outside edge. By cutting this border in the dough, the edges will rise up and hold the filling in better! Don't forget to do this step! IMPORTANT: Make sure to NOT cut all the way through the dough to the bottom! Evenly distribute the cream cheese filling into middle of each of the apple cream cheese pastries. Use a knife or small spatula to spread the filling over the dough, BUT STAY INSIDE THE BORDER!
Place approx. 2 Tablespoons of apple pie filling onto cream cheese filling. Gently spread apple pie filling over cream cheese, to cover most of the pastries! Mix the egg yolk in a small bowl. Using a pastry brush, brush egg yolk mixture around the outer border of each pastry. While dough is still wet, lightly sprinkle the outer edge of the dough with a tiny bit of sugar.
Place baking sheets into preheated oven. Bake pastries at 400°F. for 13-14 minutes. The pastries should turn a beautiful golden brown, and be slightly crispy around the edges, and should have risen a bit, when done. Remove baking pans from oven. Using a spatula, carefully transfer pastries to a wire rack, to cool.
While the pastries are cooling, mix powdered sugar, water, and vanilla for icing in a small bowl. TIP: If icing is too thick to drizzle, add a few more drops of water. Too thin? Add more powdered sugar. Once pastries are completely cool, use a spoon and drizzle the glazed over pastries from side to side. TIP: Cleanup is really easy if you put a piece of plastic wrap, foil, parchment or wax paper UNDER the wire rack before doing this step! Let pastries sit while icing firms up, then the pastries are ready to be served!
Apple Cream Cheese Pastries https://www.thegratefulgirlcooks.com/apple-cream-cheese-pastries/