Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.

In a large bowl, whisk together the flour, granulated sugar, salt, and baking powder.

Add the cold, cubed butter to the flour mixture and use a pastry cutter or your fingers to mix until the mixture resembles coarse crumbs.

In a separate bowl, combine the milk, egg, and vanilla extract. Pour this mixture into the flour mixture and stir until just combined.

Turn the dough out onto a lightly floured surface and knead gently until it comes together. Roll the dough out to about 1/4 inch thick.

Cut the dough into squares, approximately 4x4 inches.

In a medium bowl, mix the softened cream cheese, powdered sugar, vanilla extract, and egg yolk until smooth.

Place a spoonful of the cheese filling in the center of each square of dough.

Fold the corners of the dough over the filling to create a pocket and pinch to seal.

Place the filled pastries on the prepared baking sheet and bake for 20-25 minutes, or until golden brown.

Allow to cool slightly before serving.