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.