Preheat the oven to 400 degrees.
In a small bowl, combine the cream cheese, sugar, and vanilla. Mix well.
In another small bowl, beat the egg with the half and half, cream, or milk.
Unfold the defrosted puff pastry and place on a very lightly floured surface. Roll lightly to flatten the sheet of pastry. Cut into four squares. Brush each pastry square with the egg mixture.
In the center of each pastry square, place ¼ of the cream cheese mixture and 1 teaspoon of the peach preserves.
Fold the squares over to form triangles. Press the pastry together along the edges and then seal with the tines of a fork.
Transfer the triangles to a baking sheet lined with parchment paper. Brush the tops of each triangle with the egg mixture. Prick the top of each turnover a few times with a fork.
Bake for 18 minutes or until deeply golden brown. Remove from the oven and transfer to a cooling rack.
When the pastries have completely cooled, make the glaze. Combine all ingredients in a small bowl. Stir until well mixed. Drizzle over the cooled pastries.