Preheat the oven at 350° and grease two cookie sheets. Put them aside.
Mix the room temp cream cheese, honey and vanilla extract. You can do it by hand with a wooden spoon or mix it in the electric mixer until everything is incorporaded.
Cut each puff pastry sheets in either 9 small squares or 6 big squares.
Put 1 or two tablespoons of the filling per square of puff pastry. To close them, in a diamond like position take each corner and put them one on top the other and press to secure. Now put all turnovers in the pregrease cookie sheets. Beat the egg and brush each turnover well. This is going to seal each turnover. You can sprinkle sugar on top before or after bake.