Preheat oven to 350°F (180°C). 

Prepare pie filling as per package directions. While still hot, whisk in cream cheese until smooth. Refrigerate for 25 minutes.

Meanwhile, prepare pie crust mix according to package directions. Roll out dough into 15-inch (38 cm) round, about 1/8-inch (5 mm) thick. Using 3-inch (8 cm) round cookie cutter, cut out 20 rounds.

Spoon 1 tsp (5 mL) filling into centre of each round. Whisk egg with 1 tbsp water. Brush egg wash along edge of half of each round; fold over filling. Use tines of fork to seal edges. Brush tops lightly with remaining egg wash.

Bake on parchment paper–lined baking tray for 15 to 20 minutes or until golden brown. Let cool completely.

Meanwhile, whisk together vanilla sugar and cinnamon. Dust each pastry pocket with cinnamon sugar.