Preheat the oven to 400°F.

In a medium saucepan over medium heat, combine the chopped rhubarb, granulated sugar, vanilla extract, and cornstarch. Cook for about 5-7 minutes, stirring occasionally, until the rhubarb is tender and the mixture thickens. Remove from heat and let cool.

In a mixing bowl, beat the softened cream cheese, powdered sugar, and lemon juice until smooth and creamy.

On a lightly floured surface, roll out the thawed puff pastry sheets. Cut each sheet into 4 squares.

Place a spoonful of the cream cheese mixture in the center of each square, followed by a spoonful of the rhubarb mixture.

Fold the corners of the pastry squares over the filling to create a pocket and pinch to seal.

Place the pastries on a baking sheet lined with parchment paper. Brush the tops with the beaten egg.

Bake in the preheated oven for 15-20 minutes or until golden brown.

Allow to cool slightly before dusting with powdered sugar, if desired.