- Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper. 
- In a mixing bowl, combine the flour, granulated sugar, and salt. 
- Add the cold cubed butter and cream cheese to the flour mixture. Using a pastry cutter or your fingers, mix until the mixture resembles coarse crumbs. 
- Stir in the vanilla extract and mix until the dough comes together. If the dough is too crumbly, add a teaspoon of cold water at a time until it holds together. 
- Roll the dough out on a lightly floured surface to about 1/8-inch thickness. 
- Cut the dough into squares or circles, about 3 inches in size. 
- Place a teaspoon of cherry pie filling in the center of each square or circle. 
- Fold the dough over to create a pocket and pinch the edges to seal. Use a fork to crimp the edges for a decorative touch. 
- Brush the tops of the pie bites with the beaten egg for a golden finish. 
- Bake in the preheated oven for 15-20 minutes or until golden brown. 
- Allow to cool slightly before dusting with powdered sugar, if desired.