Line a baking sheet with parchment paper and set aside
Preheat oven to 350°F.
Prepare your pie crust and keep it chilled until ready to use.
In a mixer, beat the cream cheese and sugar until light, fluffy, and smooth. Add the egg yolks and vanilla extract and mix until fully combined.
On a lightly floured surface, roll out the chilled pie crust into an approximate 12x12-inch square. Cut into four equal squares.
Place each square on the prepared baking sheet. Add a heaping tablespoon of the cream cheese mixture to the center of each square and gently spread it slightly, leaving space around the edges.
Top with a heaping teaspoon of jam or jelly over the cream cheese.
Gently fold each corner of the pastry toward the center, being careful not to overlap the dough.
To make the egg wash, whisk together the egg white and water. Using a pastry brush, lightly brush the tops of each pastry.
Repeat with the remaining squares and pie crust.
Bake for 15–20 minutes, or until the pastry is golden, flaky, and the bottoms are lightly browned.
Transfer to a cooling rack and let cool completely. Once cooled, dust lightly with powdered sugar before serving.