Preheat air fryer to 180. Grease with baking spray the air fryer basket.
Beat cream cheese, sugar, flour and vanilla until smooth add in 1 egg yolk.
On a lightly floured surface, roll the puff pastry then cut into 4-in. squares.
Top each square with 1 tablespoon cream cheese mixture and 1 rounded teaspoon jam.
Bring 2 opposite corners of pastry over filling, sealing with yolk mixture. Brush tops with egg wash then in batches of 2 or 3 depending on the size of your air-fryer, place in a single layer on the basket in air-fryer. You can use perforated baking parchment if your air fryer basket loses its non-stick capability.
Bake for 8-15 minutes or until coloured and flaky pastry when broken into 2! Remove from the heat and serve warm or at room temperature.