• Line a baking sheet with parchment paper.
• Unroll pastry sheets to be one large rectangle. Slice the pastry dough into 8 smaller squares.
• It's easiest to place the squares onto the parchment paper now. Set aside. In a large bowl, beat sugar, flour and cream cheese together.
• Add egg yolk and continue to beat.
• Add blood orange zest and blood orange juice; and blend it all until totally combined.
• Take your freshly made blood orange cheesecake filling and spoon by heaping tablespoon into the center of each of the squares.
• Make up your last bit of beaten egg (place the remainder in the fridge until ready to bake), and run it onto three of the four sides of the square. Fold one corner to the opposite corner and seal the pastries together by pinching the sides or using a fork. 
• Place the tray in the freezer for about 30 minutes.
• When ready to bake, preheat oven to 375 degrees F.
• Remove the parchment lined baking sheet from the freezer and brush the pastries with your refrigerated egg wash.
• Bake for 12 minutes, or until they are puffed up and golden. 
• Remove the baking sheet, and transfer the pastries carefully to a wire rack to cool. 

For the Glaze

• In a small bowl, whisk together the powdered sugar, blood orange zest and blood orange juice. 
• The glaze come out thick, but should be pourable. If it's not pourable, drop a couple of drops of milk or more blood orange juice in and whisk well. Repeat until the consistency you are looking for. 
• Drizzle over pastries and allow to set about 5 minutes. Enjoy!