Combine the cranberries, orange juice and sugar in a saucepan over medium-low heat. Cook, stirring often, until the cranberries burst and the mixture becomes jam-like, about 6 to 8 minutes. Cook until the cranberries are soft. Let the mixture cool.
Place a sheet of parchment paper on a baking sheet.
Slice the puff pastry in half lengthwise. Keep one of the halves on the parchment paper.
Beat together the cream cheese, orange zest, juice and sugar until creamy and smooth. I use a hand mixer. Spread the cheese cheese mixture in the center of the one slice of puff pastry, leaving a border around the edges.
Spoon the cranberry jam over top of the cream cheese mixture.
Use the egg wash to brush the border of the puff pastry. Place the other slice of puff pastry on top, pressing down the edges to seal. Refrigerate for 20 to 30 minutes. This helps the cream cheese firm up.
Preheat the oven to 425 degrees F.
Brush the entire puff pastry with the egg wash. Slice a few slits in the top to let steam escape.
Bake for 20 to 25 minutes, until golden and puffed. Remove and let cool slightly before glazing and topping with a small sprinkle of powdered sugar.