Prep the pastry. Thaw the puff pastry in the fridge until pliable but still cold.
Lightly flour your surface, unfold the sheet, and roll it into a neat rectangle (about 10x12 inches) to smooth the seams.
Make the filling. In a small bowl, stir together the cream cheese, sugar, vanilla, lemon zest, and a pinch of salt until smooth. Taste and adjust for sweetness or tang.
Cut the dough. Use a sharp knife or pizza cutter to cut the pastry into 9–12 squares, depending on your preferred size. Aim for even pieces so they cook at the same rate.
Fill the centers. Spoon about 1 teaspoon of cream cheese mixture onto the center of each square, then add 1/2 teaspoon of jam on top. Don’t overfill—a little goes a long way and prevents leaks.
Seal and shape. Fold each square into a triangle or bring all four corners to the center to form little parcels.
Press edges firmly and crimp with a fork. If the dough gets warm or sticky, chill the assembled puffs for 10 minutes.
Egg wash. Brush the tops with the egg wash. For extra shine and crunch, sprinkle a pinch of sugar on top.
Preheat and prepare the air fryer. Preheat to 350°F (175°C) for 3–5 minutes.
Lightly oil or spray the basket to prevent sticking.
Air fry in batches. Arrange puffs in a single layer with space between them. Cook for 7–10 minutes, until puffed and deeply golden. Rotate or flip if your air fryer browns unevenly.
Cool slightly. Let the puffs rest for 5 minutes.
The filling will be hot, and this brief cool helps it set.
Finish and serve. Dust with powdered sugar, drizzle a little extra jam, or add a light glaze if you like. Serve warm.