Preheat oven to 400 degrees F. Line two baking sheets with parchment paper.
In the bowl of your stand mixer, fitted with the paddle attachment, beat together the cream cheese, granulated sugar, 1 teaspoon vanilla extract, salt, and egg yolk until whipped and fully combined. Set aside.
Place 1 sheet of puff pastry on each baking sheet.
2 sheets puff pastry
Cut along the folds, so you have 3 long strips each.
Cut each strip in half lengthwise to create 6 rectangular pieces of dough on each baking sheet. Space each rectangle out, leaving a few inches between each one. There are pictures of these steps above the recipe.
Fold the corners of each rectangle into the center to form a long octagonal shape.
Add 1 ½ tablespoons of the cream cheese mixture to the center of each piece of dough.
Use the back of the spoon to spread it out a little bit, leaving plain dough around the edges.
Add egg white to a small bowl, and beat with a whisk or fork until frothy.
Brush the egg white on top of the exposed dough.
Bake for about 15-20 minutes, or until the pastry has puffed up and turned light golden brown.
Allow pastries to cool completely before making the icing.
To make the icing, add powdered sugar, ¼ teaspoon vanilla extract, and milk to a small bowl.
Cream cheese: I recommend using full-fat cream cheese or 1/3-less fat cream cheese for the filling. I've never had good luck with baking nonfat cream cheese.
Salt: If you'd like to use table salt, reduce the salt to 1/8 teaspoon.
Milk: Any milk, whole to skim, will work. Nondairy milk, like almond milk, will also work.