Cook Strawberry Filling: In a small saucepan, combine the diced strawberries, sugar, cornstarch, and lemon juice. Simmer over medium heat, stirring frequently, until the mixture thickens and becomes jammy, about 5-7 minutes. The cornstarch will activate as the mixture heats, creating a thick, glossy consistency. Remove from heat and set aside to cool completely.

Mix Cheesecake Filling: In a medium bowl, beat the softened cream cheese and sugar until smooth and creamy. Add the egg yolk, vanilla extract, and flour, mixing until fully incorporated with no lumps. The flour helps stabilize the filling during baking. Chill the mixture for 10 minutes to firm up slightly.

Prep Pastry: Preheat your oven to 400°F (200°C) and line two baking sheets with parchment paper. Unfold each sheet of puff pastry on a lightly floured surface and cut each into 6 equal rectangles, making 12 rectangles total. Keep the dough cold to ensure maximum puffiness when baking.

Fill & Fold: Place about 1 tablespoon of cheesecake filling in the center of each rectangle, leaving a border around the edges. Top with a tablespoon of the cooled strawberry filling. Fold the pastry diagonally over the filling to create triangular turnovers. Press the edges firmly with a fork to seal, ensuring no filling can escape during baking.

Bake: In a small bowl, whisk together the egg and water to create an egg wash. Brush each turnover with the egg wash, which will create a shiny, golden exterior. If desired, sprinkle with coarse sugar for extra crunch and sparkle. Bake for 15-18 minutes, or until the turnovers are puffed and golden brown.

Glaze: While the turnovers are cooling slightly, prepare the vanilla glaze by whisking together powdered sugar, milk, and vanilla extract until smooth. Adjust consistency with additional milk or sugar as needed. Drizzle the glaze over the warm turnovers and allow to set for a few minutes before serving.