In the bowl of a food processor, combine the cottage cheese, cream cheese, granulated sugar, vanilla extract and egg yolk. Pulse until smooth and transfer to the refrigerator until ready to use.

Unroll the puff pastry sheets and cut into squares (about 3 x 3 inches).

Use a fork to prick holes in the center of each square.

In a small bowl, beat the egg with 1 tablespoon of water to make an egg wash. Brush the top of each pastry with the egg wash.

Place a heaping tablespoon of the cottage cheese filling in the center of each pastry square. Place a cherry half in the center of the filling. Sprinkle the edges of the pastry with coarse sugar if desired.

Place the pastries on a baking sheet lined with parchment paper. Transfer to the refrigerator for 20 minutes.

Preheat oven to 400°F. Bake the pastries in the preheated oven for 15-18 minutes, or until the pastries are puffed and golden brown.