Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a medium bowl, combine the softened cream cheese, powdered sugar, vanilla extract, and optional cinnamon. Mix until smooth and creamy.
Gently fold in the cranberry sauce into the cream cheese mixture until well combined. Set aside.
Lightly flour your work surface and roll out the thawed puff pastry sheet to smooth out any creases. Cut the sheet into 4 squares (approximately 4x4 inches each).
Place 1-2 tablespoons of the cranberry cream cheese filling in the center of each pastry square.
Fold each square over to form a triangle. Press the edges with a fork to seal them tightly, ensuring no filling escapes during baking.
In a small bowl, whisk together the egg and milk. Brush the egg wash over the tops of each turnover for a beautiful golden finish.
Sprinkle a little granulated sugar on top of each turnover for added sweetness and texture.
Place the turnovers on the prepared baking sheet and bake in the preheated oven for 15-20 minutes, or until they are golden brown and puffed.
Remove from the oven and allow to cool slightly on the baking sheet. Serve warm and enjoy this delightful treat!