Before you start, make sure to take out puff pastry from the freezer to thaw and take out cream cheese from the fridge a few hours before to bring to room temp.
Preheat oven to 400°F.
Make the filling first.
Put softened cream cheese, vanilla paste and confectioner's sugar in a medium bowl.
Using wire whisk or fork (it will take longer) whip until smooth and creamy, set aside.
Make the glaze by combining confectioner's sugar and water in a small bowl.
Mix well until smooth and no more lumps, set aside
Lay a sheet of thawed puff pastry on a work surface.
Using a knife, cut across in the center from end to end and from the top to bottom to divide into four equal parts.
Spoon some filling (about a tablespoon) onto each part, put it on the end near you but leave some space/margin.
Using fingers or pastry brush, wet the sides of the pastry
Roll the puff pastry then seal the end by pinching.
This will prevent filling from oozing out.
Arrange pastry rolls on a parchment lined baking sheet.
Brush tops with glaze and bake pastries in the preheated oven for about 12-15 minutes (depending on your oven) Make sure you check it
Transfer to a wire rack to completely cool before serving