Heat the oven to 400 degrees.
Line a baking tray with parchment paper or Silpat.
In the stand mixer bowl, combine the sugar and the soft cream cheese.
Beat until smooth.
Add the egg yolks, ricotta cheese, vanilla extract, salt, and lemon peel and mix until well combined.
On a lightly sprinkled flour surface, gently roll a sheet of puff pastry to smooth out any folds.
Using a sharp knife, divide puff pastry into four squares.
Put the cream cheese filling on each puff pastry square and distribute the filling evenly among the squares.
Brush the edges of the puff pastry with the egg and fold it over the two corners, making sure they overlap.
Brush the top of the puff pastry with eggs and bake for 18 to 20 minutes, until golden brown.