Preheat your oven to 400°F (200°C) and line a large baking sheet with parchment paper. Keep the puff pastry chilled until ready to use.
In a medium bowl, beat the softened cream cheese, granulated sugar, egg yolk, vanilla extract, and lemon zest together until smooth and fluffy, about 2 minutes. Set aside.
Unfold the thawed puff pastry on a lightly floured surface and gently roll it into a 12-inch square. Cut into four equal 6-inch squares using a sharp knife or pizza cutter.
On each square, use a paring knife to score a border about 1/2 inch from the edges, cutting halfway through the dough but not all the way. This creates the raised rim during baking.
Brush the scored borders with egg wash, being careful not to let it drip onto the center or edges. Transfer the squares to the prepared baking sheet, spacing them 2 inches apart.
Spoon 1 1/2 tablespoons of cream cheese filling into the center of each pastry, spreading gently within the scored border. Make a small well in the center of the filling.
Add 1 tablespoon of raspberry preserves into each well, swirling very gently with a toothpick if desired for a marbled effect.
Bake for 18-22 minutes until the pastry is puffed and deeply golden brown at the edges, and the centers are set but still slightly jiggly.
Remove from the oven and let cool on the baking sheet for 5 minutes, then transfer to a wire rack. The pastries will firm up as they cool.
Dust with powdered sugar just before serving while still slightly warm or at room temperature.
