Preheat the oven to 400°F and line two baking sheets with parchment paper or Silpat baking mats.
In the bowl of a stand mixer, combine the cream cheese, sugar, orange juice, orange zest and vanilla extract. Beat until combined.
Lightly flour your work surface then unfold the pastry sheets and roll each into a 9x11-inch rectangle. Cut each rectangle lengthwise into 12 strips.
Pinch two strips together to form one longer strip then twist each side in opposite directions.
Flatter one end of the strip slightly then wind the twisted strip around the flattened base into a circle. (See photos above.)
Transfer the pastries onto the prepared baking sheets then spoon a portion of the cream cheese mixture into the center of each pastry.
Top the cream cheese with four or five blackberries then brush all of the pastry edges with the egg wash and sprinkle them with the sanding sugar (optional).
Bake the pastries for 15 to 18 minutes or until they are golden brown and puffed. Remove them from the oven and allow them to cool slightly before serving.
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