Preheat the oven to 400ºF and line two baking sheets with parchment paper or Silpats.
In the bowl of a stand mixer fitted with the paddle attachment, beat the cream cheese until smooth. Add the sugar, lemon juice, lemon zest and vanilla to the bowl and beat until combined. Set aside.
Roll out each sheet of thawed puff pastry on a lightly floured work surface until it is a 10-inch square. Cut each square into four smaller squares then transfer the squares to the prepared baking sheets so that they aren't touching one another.
Using a fork, prick the pastries all over then place a dollop of the cream cheese mixture (about 1 1/2 tablespoons) into the center of each square, spreading it slightly into a small circle. Place a dollop of raspberry jam atop the cream cheese, and then place 3 to 4 raspberries on top of the jam.
Using a sharp knife, make four cuts from the center toward the edge of each square. (Do not cut underneath where the cream cheese is.) Fold one corner from each piece you've cut into the center, pressing it lightly atop the raspberries. Repeat the cutting and folding process with the remaining pastries.
In a small bowl, whisk together the egg with 1 tablespoon water. Brush each pinwheel all over with the egg wash. Sprinkle the exposed pastry with the sanding sugar (optional).
Bake the pastries for 15 to 18 minutes, or until golden brown and puffed around the edges.
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