Thaw the puff pastry and roll the sheets out on a lightly floured surface to make it a little thinner. Chill, covered with plastic wrap to let rest. In a mixer with a paddle attachment, mix the cream cheese, egg yolk, powdered sugar, vanilla extract and lemon rind.
Make an egg wash by whisking together the egg and water in a small bowl. Cut the puff pastry into 3-inch squares. Lay a square of pastry on a work surface and paint the edge with egg wash. In the center of the pastry, place 1 tablespoon of cheese filling and 3 raspberries. Paint the edge of a second square of pastry with egg wash, place it on top of the filling and carefully press the edges together to seal them well. Place pockets 1-inch apart on a parchment paper lined sheet pan and keep chilled. Repeat with the remaining pastry.
When they're all done, brush the top surface with egg wash and sprinkle with sugar. Bake in a pre heated at 375 degree F oven until golden brown, about 20 to 25 minutes.