Cream Cheese Filling: In a medium bowl, combine cream cheese, sugar and vanilla extract. Beat until smooth and creamy, set aside.
Puff Pastry: Open thawed puff pastry on a flat working surface. Roll dough slightly to make a even square. With a knife {or I used a pizza cutter} make 9 even slits on both sides of the puff pastry, just until the fold. Do this to both pastry sheets.
To Assemble: Divide cream cheese filling in half and carefully spread down the center of pastry sheet of both pastries. Next, spoon half of the apple pie filling over the cream cheese mixture. Starting at the top of the pastry fold the flaps diagonally and alternating over the apple pie filling. When you get to the end, tuck the ends under the pastry sheet. Repeat with second pastry and place on a cookie sheet that has been sprayed lightly with nonstick spray.
Baking: Bake in a preheated 375 degree oven for 25-30 minutes or until golden brown. Cool for 10 minutes.
Frosting: While the braid is cooling, combine the frosting ingredients in a small bowl and mix well. Drizzle frosting over the top of pastry after is has been allowed its cooling time. Serve warm.