Combine cream cheese, sugar, vanilla extract, and heavy whipping cream. Beat the mixture until smooth and fluffed.
Set up a small bowl of water and whisk an egg in another small bowl. Set aside.
Preheat the oven to 400 and line a large cookie baking sheet with parchment paper.
Unfold defrosted pastry sheets. Cut each pastry on along the fold line and then across, right in the middle. You will create 6 equal rectangles out of each pastry sheet (12 total).
In the middle of 6 rectangles, spread about a tablespoon and a half of cream cheese mixture, leaving about ¼ inch around the edges to seal the pastry.
Spread about a tablespoon of lemon curd over the cream cheese mixture.
Dip your fingertips in water and run them along all of the pastry edges. (All 12.)
Cover the pastry rectangle that has the filling with a pastry rectangle that does not. Gently press on the edges to help seal them.
Using a fork, press along the edges of all 6 pastries. Use the fork to poke the middle of the top pastry a couple of times.
Brush each pastry with the egg all over the top.
Bake for 15-18 minutes, until golden brown. Take out and let it cool a bit before adding glaze.
In a shallow bowl, whisk powdered sugar with heavy cream until smooth. Whisk in lemon zest. Transfer the glaze into a piping bag (of just a zip lock bag), snip off a little tip and drizzle each pastry with glaze.
