Preheat oven to 375 degrees F. Line two baking sheets with parchment paper, set aside.
In a large bowl, cream together the cream cheese, sour cream, sugar, 1 egg, vanilla and orange zest. Mix until completely smooth.
Cut the puff pastry sheets into four even squares, making 8 pieces. Fill each square with a spoonful of the cream cheese mixture and a spoonful of the strawberry pie filling. Fold over into triangles and crimp the edges with a fork. Place on the prepared baking sheets, making sure they have room to puff up while baking.
Brush the turnovers liberally with an egg wash (egg whisked with a splash of water) and sprinkle with granulated sugar. Bake for about 20 to 25 minutes or until golden brown and flaky. Allow to cool slightly. Serve warm and enjoy!