Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper to prevent sticking and make cleanup easier.
In a medium bowl, beat the cream cheese until smooth, then add powdered sugar and vanilla extract. Mix until well combined and no lumps remain.
Unroll the crescent roll dough and separate into triangles. If using the perforated sheets, cut into 16 equal squares.
Place about 1 tablespoon of the cream cheese mixture in the center of each dough piece, followed by 1 teaspoon of cranberry sauce. Be careful not to overfill, or they may burst during baking.
If using triangles, fold the corners toward the center, pinching the edges to seal. For squares, bring all four corners to the center and pinch together to form a small package.
Brush each bite with beaten egg to create a golden, shiny finish when baked.
Bake for 12-15 minutes until golden brown and puffed. The pastry should be cooked through with no doughy spots.
Allow to cool for 5 minutes before serving to let the filling set slightly and avoid burning your mouth.