Cut dough sheets in half. Cut each half into 4 rectangles. Place 1 tablespoon preserves in center of four rectangles. Repeat with remaining dough.
Place remaining rectangles on top of preserves. Seal edges with water.
Crimp edges of each pastry with a fork to seal.
Place on a lightly greased baking sheet. Bake for 12 to 14 minutes or until golden brown.
To prepare icing: place cream cheese, powdered sugar, butter and vanilla in a medium bowl.
Beat with an electric mixer until smooth. Place icing in quart-sized resealable plastic bag. Cut corner off the bag and pipe onto pastries. Serve warm.
