Prep: Preheat oven to 400 degrees Fahrenheit and line baking sheets with parchment paper. Mix cream cheese, granulated sugar, and vanilla until smooth.
Shape Dough: Cut thawed pastry sheets into eight squares. Fold diagonally, cut a slit along the open edges leaving the top attached, unfold, and cross the outer flaps to form a heart.
Fill: Place a tablespoon of cream cheese filling in the center of each heart, followed by a teaspoon of strawberry preserves. Brush edges with egg wash.
Bake and Glaze: Bake for 15 to 18 minutes until golden. Let cool, then whisk powdered sugar with milk and drizzle over the pastries.