1. Prepare the Crust:

1. Preheat oven to 400°F (200°C) and line a baking sheet with parchment paper.
2. Roll out the puff pastry sheet and cut into 4 equal squares. Place on the prepared baking sheet.
3. In a bowl, mix cream cheese, sugar, vanilla, and egg yolk until smooth. Spoon equal amounts onto the center of each pastry square.
4. Top each with a spoonful of cherry pie filling.
5. Fold the corners of each pastry square toward the center, slightly overlapping.
6. Brush the pastry edges with milk and bake for 18-20 minutes, until golden brown.
7. Cool slightly, then dust with powdered sugar if desired before serving.