Preheat oven to 400°F. Line a baking sheet with parchment paper.
In a bowl, beat the softened cream cheese, sugar, vanilla, and egg yolk until smooth and creamy. Set aside.
Unroll the puff pastry sheets. Lightly smooth any seams with a rolling pin. Cut each sheet into 4 equal squares (8 squares total). Place the squares on the prepared baking sheet.
Gently fold the corners of each square toward the center, lightly pressing to seal. If needed, dab a tiny bit of water to help the dough stick. Use a fork to prick the center of each pastry.
Spoon about 2 tablespoons of cream cheese filling into the center of each square, then top with 3 strawberry slices. If the puff pastry has gotten warm, chill the formed pastries in the refrigerator for 15 minutes before finishing.
Lightly beat the egg white and brush over the pastry edges. Sprinkle with coarse sugar if desired.
Bake for 15–18 minutes, or until the pastry is golden brown and puffed.