Preheat the oven to 400°F. Line two sheet trays with parchment paper, set aside.

For the cream cheese filling, place the cream cheese, sugar, and vanilla in a bowl, mash everything together with a fork to combine, set aside.

For the crumble topping, mix together the brown sugar and butter in a medium-sized bowl until combined. Add in the flour and using a fork, stir it together until all of the flour is moistened and the mixture is crumbly, set aside.

Place one sheet of puff pastry on a clean work surface. Cut along the folds of the pastry so you have 3 pieces. Cut these pieces in half so you now have 6 rectangles.

Score each pastry about ½ inch to ¾ inch around the border of the rectangle with a pairing knife.

Poke a few holes with a fork into the pastry but just in the center of the smaller rectangle you scored. Place these on one of the prepared sheet trays, not touching. Repeat with the other puff pastry sheet.

Evenly distribute the cream cheese filling into the center of the pastries and smooth it out making sure you do not go into the outer border of the pastry. It will be about a tablespoon of the filling per pastry.

Top with the cherry pie filling, again keeping inside the border.

Add the crumble over the cherries.

In a small bowl whisk together the egg and splash of water. With a pastry brush, brush the outer border of the exposed puff pastry with the egg wash.

Bake for 13-15 minutes until golden brown and the edges are puffed.

Transfer the pastries to a wire rack to cool.

While the pastries are cooling, make the glaze by whisking together the powdered sugar and milk until smooth. You want the glaze to be thick yet pourable, start with 1 tablespoon of milk and add up to another tablespoon to your desired consistency. Drizzle the glaze evenly over the pastries. Serve immediately or let cool completely.