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