1. Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper and set aside.

2. In a medium bowl, beat the softened cream cheese until smooth. Add the granulated sugar, vanilla extract, and lemon zest, then mix until the filling is creamy and well combined.

3. Hull and slice the strawberries, patting them dry with a paper towel if they are very juicy.

4. Unfold one sheet of thawed puff pastry on a lightly floured surface and gently smooth out the creases. Cut the sheet into 4 equal squares. Repeat with the second sheet to make 8 squares total.

5. Spoon a heaping tablespoon of cheesecake filling into the center of each puff pastry square, leaving a small border around the edges. Top with a few slices of strawberries and a small dab of strawberry jam if using.

6. Lightly brush the edges of each square with water. Fold the pastry over the filling to form a triangle and press the edges together. Crimp around the edges with a fork to seal well.

7. Transfer the turnovers to the prepared baking sheet, spacing them slightly apart so they have room to puff.

8. In a small bowl, whisk together the egg and milk or water. Brush the tops of the turnovers lightly with the egg wash.

9. Bake for 16–18 minutes, or until the turnovers are puffed and deep golden brown and the filling is just starting to bubble.

10. Let the turnovers cool on the baking sheet for about 10 minutes. Dust with powdered sugar, drizzle with caramel or chocolate sauce if desired, and serve warm.