Preheat oven to 400 degrees Fahrenheit.
Place puffed pastry sheets on clean, dry surface.
Cut each pastry sheet into four squares.
FOR THE FILLING
Add the frozen or fresh strawberries to a small pot over medium heat.
Add the sugar and cook the strawberries until they begin to fall apart.
Mash the strawberry mixture until no large chunks remain (small ones are okay) and set it aside to cool completely.
Whip the cream cheese, the powdered sugar, and the vanilla on high speed until well blended.
Fold in the whipped cream with a rubber spatula until well combined.
Fold cooled strawberry mixture into cheesecake mixture .
Place one tablespoon of strawberry cheesecake on one half of each square.
Fold over from corner to corner into a triangle shape, and press edges together to seal.
Place turnovers on an ungreased baking sheet, leaving about 1 inch between them.
If desired, crimp edges with fork.
Cut three small indentations on the thickest part of each turnover.
Brush with one beaten egg, if desired.
Bake for 20 minutes.
When golden brown and puffed up, remove from oven and drizzle vanilla glaze on top using the prongs of a fork.
FOR THE GLAZE
Whisk powdered sugar, milk, and vanilla together until smooth. Gently drizzle over each turnover.