Step 1: Preheat oven to 400°F (200°C) and line a baking sheet with parchment paper.
Step 2: In a bowl, mix diced apples, brown sugar, espresso powder, and cinnamon until apples are coated.
Step 3: In another bowl, beat cream cheese, granulated sugar, and vanilla extract until smooth.
Step 4: Roll out puff pastry on a floured surface and cut into 4 equal squares.
Step 5: Spoon cream cheese mixture onto the center of each pastry square, leaving a border.
Step 6: Top cream cheese with the espresso-apple mixture.
Step 7: Fold pastry corners over the filling, brush edges with egg wash, and seal lightly.
Step 8: Brush tops with egg wash and bake for 20-25 minutes until golden brown.
Step 9: Let cool for 5 minutes, then dust with powdered sugar before serving.