Preheat the oven to 400°F (200°C), and line a baking sheet with parchment paper.
Roll the puff pastry into a rectangle, about 10x12 inches (25x30 cm).
1 sheet puff pastry
In a bowl, mix the cream cheese, sugar, vanilla, and lemon juice until well combined. Set aside.
4 ounces block-style cream cheese, 2 tablespoons granulated sugar, 1 teaspoon vanilla extract, 1 teaspoon lemon juice
Place the pastry on the baking sheet (See *parchment paper note below). Cut ¼-½ inch (1.5 cm) wide diagonal strips on both sides of the pastry.
Spread the cream cheese filling down the center section. Spoon the jam over the top of the cream cheese.
4 tablespoons strawberry jam
Fold the strips over the filling, alternating left and right to form a braid. The strips should overlap as you fold.
Whisk together the egg and milk. Brush over the top of the pastry.
1 egg, 1 tablespoon milk
Bake for 18–22 minutes, or until puffed and golden brown. Let cool for 10 min before glazing.