Preheat oven to 375°F (190°C).

In a mixing bowl, beat cream cheese, sugar, and vanilla extract until smooth.

Gently fold in half of the cotton candy.

Roll out puff pastry and cut into 3×3-inch squares.

Place a spoonful of cheesecake filling in the center of each square.

Fold corners over filling and seal tightly to form a ball.

Brush each puff with beaten egg.

Place on a lined baking sheet.

Bake Cotton Candy Cheesecake Puff Balls for 15–20 minutes until golden.

Cool slightly, then top with remaining cotton candy before serving.