Soften the cream cheese: Leave it at room temperature for 30 minutes. This prevents lumps and creates a smooth filling.

Make the cheesecake mixture: In a bowl, beat cream cheese, granulated sugar, vanilla, and lemon zest until silky and thick. Taste and adjust sweetness as needed.

Prep your dough: Lightly flour a clean surface. Unroll pie dough or puff pastry. If using puff pastry, gently roll to smooth seams and slightly thin the sheet.

Cut the pockets: Slice the dough into rectangles about 3x5 inches. Aim for 8–10 rectangles, depending on your dough size. Pair them up so each pocket has a top and bottom.

Add the filling: Spoon about 1 tablespoon of cheesecake mixture onto the center of half the rectangles. Top with 1 tablespoon of cherry pie filling. Keep a small border around the edges clean.

Seal the edges: Brush the edges with beaten egg. Place the matching rectangle on top. Press edges together firmly, then crimp with a fork to seal. Cut 2–3 small slits on top for steam.

Chill briefly: Transfer the assembled pockets to the fridge for 10–15 minutes. This helps prevent leaks and improves layering, especially with puff pastry.

Preheat the air fryer: Set to 350°F (175°C) for 3–5 minutes. Lightly oil or spray the basket to avoid sticking.

Brush and sprinkle: Brush the tops with more egg wash. If you like, sprinkle with a pinch of coarse sugar for crunch.

Air fry in batches: Arrange pockets in a single layer with space between them. Cook at 350°F (175°C) for 8–10 minutes. Flip gently, then cook 3–5 minutes more until deep golden and crisp. Timing varies by air fryer and dough type.

Cool slightly: Let the hot pockets rest on a rack for 5–10 minutes. The filling will set and become creamier as it cools.

Make the glaze: Whisk powdered sugar with 1 tablespoon milk. Add more milk a few drops at a time until pourable but not runny. Drizzle over warm pockets, or use melted white chocolate instead.

Serve: Enjoy warm for the best texture. Add extra cherry filling on the side if you want more fruit.