Preheat the oven to 350°F.
Beat together cream cheese, sugar, vanilla, and salt until smooth.
Unroll and cut the puff pastry sheet into 6 rectangles. Arrange them on a baking sheet lined with parchment paper.
Transfer the cream cheese mixture into a piping bag, then cut off the tip of the bag. Pipe a thick line of the mixture onto the center of each rectangle.
In a small bowl, whisk together the egg and water.
Brush the edges of each puff pastry with the egg wash.
Bake for 15 minutes or until golden brown and puffed.
Cool the pastries on a wire rack before serving.