Even though they're simple to make, these jam-filled pastries are right at home in a holiday brunch spread. They were my dad's favorite, so the recipe will always be close to my heart. —Chellie Helmke, Jackson Center, Ohio
Preheat oven to 425°. Beat first 4 ingredients until smooth; beat in 1 egg yolk.
Mix water and remaining egg yolk. On a lightly floured surface, unfold each sheet of puff pastry; roll into a 12-in. square. Cut each into nine 4-in. squares; transfer to parchment-lined baking sheets.
Top each square with 1 tablespoon cream cheese mixture and 1 rounded teaspoon jam. Bring 2 opposite corners of pastry over filling, sealing with yolk mixture. Brush tops with remaining yolk mixture.
Bake until golden brown, 14-16 minutes. Serve warm and, if desired, sprinkle with confectioners' sugar. Refrigerate leftovers.