Preheat the oven to 400 degrees F.
Place the puff pastry sheets on a non stick surface such as parchment paper or a baking mat.
Use a 4 inch round cookie cutter or drinking glass rim to cut 4 circles out of each sheet of pastry. See recipe notes for ideas on what to do with leftover pastry scraps!
Using a small knife or a smaller cookie cutter, score a circle about 1/2 inch in from the edges of the pastry rounds.
Use a fork to prick all over inside the smaller circle.
Place the cream cheese, sugar and vanilla extract in the bowl of a mixer. Beat until smooth and creamy.
Gently spread the cream cheese filling inside the smaller circle of each pastry round.
Brush the edges of the pastries with beaten egg and sprinkle with coarse sugar.
Bake for 17-20 minutes or until edges are golden brown.
Cool, then spoon 1 tablespoon of pie filling into the center of each pastry. Serve.