Preheat the oven to 350 degrees
Place the egg in a bowl of warm water for 5 mins to bring up to room temperature
Beat the cream cheese until broken up
Add in the sugar and beat until smooth
Add in the egg and vanilla, blend until fully incorporated
Spray baking dish lightly with non stick spray
Sprinkle half of the cinnamon sugar mixture on the bottom of the dish
Roll out the first layer of dough, and place it into the dish
Crimp all the seams together.
Top with the cream cheese filling, spreading into an even layer.
Add the second sheet of dough on top, lightly pinching together all seams
Sprinkle with the remaining cinnamon sugar mixture
Bake for 30-35 mins or until golden brown
Enjoy!