Remove puff pastry sheets from the freezer and place in the fridge an hour before using to thaw.

Line a baking sheet with parchment paper and preheat oven to 400 degrees F.

In a medium bowl, combine cream cheese, egg yolk, and confectioners' sugar and whisk until smooth and creamy. Set aside.

Flour your work surface and place one puff pastry sheet on top. Using a rolling pin, slightly roll out dough until you can fit 9 (3-inch) circles on the dough. I rerolled the leftovers to get another 3 circles because I didn't want it to be too thin.

Using a cookie cutter, cut out 12 circles and place onto prepared baking sheet. Spoon 1/2 tablespoon (or more) of the cream cheese mixture onto each circle and top with another 1/2 tablespoon of cherry pie filling, making sure to get as many cherries as possible.

Cut out another 12 circles like you did with the first puff pastry sheet out of the second one. Place dough circles on top of other filling-topped circles, and using a fork, seal edges. In a small bowl, slightly beat and egg and brush on top of pies. Cut two slits into each pie and place in the oven. Bake for 18-20 minutes or until puffy and golden. Let cool for 10 minutes before enjoying!