In a large bowl, combine the farmer's cheese, softened cream cheese, sugar, vanilla extract, and egg yolk (save the egg whites for later). Set the filling aside.
Forming Cookies
Using a rolling pin, roll out the puff pastry dough into a thin layer. Cut the dough into 3-inch squares.
Add a hefty spoonful of the filling into the center of each square. Fold over one of the edges to make a triangle shape.
One by one, place the turnovers on a lined baking sheet. Whisk the leftover egg whites with a fork.
Brush the egg whites on the top of each turnover, followed by a sprinkling of sugar. Bake the cookies at 415°F for 15 minutes.