01 - Preheat oven to 400°F. Line a baking sheet with parchment paper.
02 - Combine cranberries, sugar, orange juice, orange zest, and salt in a small saucepan. Cook over medium heat, stirring occasionally, until cranberries burst and mixture thickens, about 7 minutes. Remove from heat and let cool.
03 - Beat cream cheese with sugar and vanilla extract in a bowl until smooth and creamy.
04 - On a lightly floured surface, roll out puff pastry into a 10x10 inch square. Cut into 8 equal rectangles.
05 - Place pastry rectangles on the prepared baking sheet. Spoon about 1 tablespoon of cream cheese filling onto the center of each, then add 1 tablespoon of cranberry sauce.
06 - Fold corners of each rectangle toward the center, pinching lightly to seal, or leave open for a rustic appearance.
07 - Brush each pastry with the beaten egg to ensure a golden finish.
08 - Bake for 15 to 18 minutes until pastries are golden brown and puffed.
09 - Allow pastries to cool slightly. Dust with powdered sugar if desired. Serve warm or at room temperature.