Preheat the oven to 400°F. Line two baking pans with parchment paper.
In the bowl of an electric mixer, beat the cream cheese and sugar until smooth. Add the egg, vanilla, and salt, and mix on low speed until all of the ingredients are incorporated.
Unfold one sheet of puff pastry on a lightly floured work surface. Gently roll it out to approximately 9×12 inches. Cut the sheet into 6 pieces (about 4×4.5-inches each). Transfer the pieces to a prepared pan. Using a knife, score a line inside of each square about 1/2 inch from the edge. Use the tines of a fork to dock the dough inside the scored border of each piece. This will prevent the middles from rising. Repeat process with remaining puff pastry sheet.
Place 2-3 tablespoons of cream cheese mixture into the center of each square. Brush the edges of each pastries with the egg wash.
Bake for 20 minutes or until golden. Allow pastries cool on wire racks.
In a small bowl, stir together the confectioners’ sugar and 2 tablespoons milk. If the mixture is too thick to fall from a spoon, stir in the remaining tablespoon of milk. Drizzle glaze over cooled pastries and let stand until set, about 10 minutes.