Line two rimmed half-sheet pans with parchment paper.

Make the filling: beat the softened cream cheese and sugar with a hand mixer on medium until completely smooth, about 1 minute. Beat in the egg yolk, flour, vanilla, and lemon zest (if using) just until combined. Refrigerate while you prepare the pastry.

On a lightly floured surface, unfold one pastry sheet and roll it into a 10×12-inch rectangle. Cut it into four 5×6-inch pieces with a pizza wheel or sharp knife. Repeat with the second sheet for 8 pieces. Transfer to the prepared pans, spacing them about 2 inches apart.

Spread about 2 1/2 tablespoons of filling down the center third of each piece, leaving a 1/2-inch border at the top and bottom. Spoon about 1 tablespoon of jam in a line over the filling.

Cut diagonal strips about 3/4 inch wide along both long sides, from the edge to the filling. Fold the top and bottom flaps over the filling, then cross the strips over the center, alternating sides, and press the ends gently to seal.

Refrigerate the shaped pastries for 15 minutes. Meanwhile, heat the oven to 400°F with racks in the upper and lower thirds.

Brush the pastry (not the filling) with egg wash. Bake 20 to 25 minutes, swapping and rotating the pans halfway, until the pastries are puffed, deep golden on top, and browned underneath.

Cool on the pans for 10 minutes, then move to a wire rack and cool at least 20 minutes more. The jam is extremely hot straight from the oven. Dust with powdered sugar before serving if you like.