Preheat your oven to 400 degrees and line a large cookie sheet with parchment paper. Place puff pastry sheets on a flat surface and use a large heart cookie cutter to cut 6 heart shapes from each sheet.
Using a smaller heart cookie cutter, cut a small heart out of the center of 6 of the larger puff pastry hearts to create a heart outline.
Place the heart outlines over the full hearts and place them in a refrigerator while you make the filling.
In a large bowl, using an electric mixer, mix the softened cream cheese, granulated sugar, strawberry jelly, and vanilla extract until smooth.
Remove the puff pastry hearts from the refrigerator and place 2-3 tablespoons of the cream cheese mixture into the center of each heart. Do not spread the cream cheese mixture out, it will melt outward once baked.
Slice strawberries and place 1-3 strawberry slices over the cream cheese mixture on each of the puff pastry hearts, do not press them down into the cream cheese.
In a small bowl, whisk together the egg and water to create an egg wash. Using a pastry brush, brush the egg wash over each puff pastry. Make sure to avoid brushing the egg wash over the cream cheese center, only brush it over the exposed puff pastry.
Bake for 15 minutes, or until the puff pastry has puffed and is golden brown.
Once they are baked, set them aside to cool slightly while you make the frosting.
In a small bowl, combine the powdered sugar with the heavy cream until well-mixed. You can add more sugar or cream to achieve the desired consistency. Drizzle the icing over the hearts using a spoon or piping bag.
Serve warm or at room temperature.