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.

Cut in the cold butter using a pastry cutter or your fingers until the mixture resembles coarse crumbs.

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

Turn the flour mixture onto a lightly floured surface and knead it gently until it comes together. Roll the dough into a rectangle about 1/4 inch thick.

Cut the dough into squares, approximately 4x4 inches.

Place a tablespoon of the cream cheese mixture in the center of each square, followed by a spoonful of cherry pie filling.

Fold the corners of each square towards the center, pinching to seal.

Brush the tops with the beaten egg for a golden finish.

Bake in the preheated oven for 20-25 minutes, or until golden brown.

Allow to cool slightly before serving.