01 - Preheat the oven to 400°F. Line a baking sheet with parchment paper.
02 - In a medium bowl, beat cream cheese, granulated sugar, and vanilla extract until smooth.
03 - Lightly flour a surface and roll the puff pastry slightly. Cut into 8 rectangles and place them on the prepared baking sheet, spaced evenly.
04 - Using a sharp knife, score a 1/2 inch border inside each rectangle without cutting through.
05 - Spread approximately 1 tablespoon of cream cheese filling inside each scored border. Top with about 2 teaspoons of cranberry sauce and sprinkle orange zest if using.
06 - Whisk egg and milk together in a small bowl. Brush the edges of each pastry rectangle with the egg wash.
07 - Bake for 18 to 20 minutes or until the pastry is puffed and golden brown.
08 - Transfer to a wire rack and allow to cool completely.
09 - Combine powdered sugar, milk, and vanilla extract to form a thick glaze. Drizzle over cooled pastries before serving.