Preheat oven to 400ºF and prepare a baking sheet with parchment paper.
Thaw pastry sheets on counter or in microwave (use directions on packaging).
In the bowl of a stand mixer with the paddle attachment, beat together cream cheese, egg, sugar, and vanilla until evenly mixed.
Transfer to a small bowl and chill the cream cheese filling in the fridge until needed.
In a small saucepan, combine cherries, sugar, lemon juice, and ¼ cup water over low-medium heat.
When the mixture is boiling, drain most of the water from the saucepan into the flour and mix until thickened.
Mix the flour and water mixture back into the pot with your cherries and stir until filling is thickened - I mash the cherries a bit as well, but you can leave them whole, too.
Once the pastry sheets are thawed, cut as desired (I usually get 6 large squares out of each sheet).
Spoon about a tablespoon of cream cheese filling onto the center of each pastry square - if you have measured cookie scoops, these help to keep each pastry uniform!
Spoon cherry filling on top of the cream cheese, keeping a border of pastry around the two fillings. Optional: brush some egg wash around the edges of the pastries before baking for a nice golden finish.
Bake for about 10 minutes or until golden brown and risen completely.