Preheat oven to 425ºF. Bake puff pastry shells (from frozen) for 18 minutes or according to the package instructions. Cool for 5 minutes and cut out the center of the pastry shells with a sharp knife.
Combine cream cheese, sugar and vanilla with a fork until smooth.
Fill the puff pastry shells with cream cheese mixture, top with jam and refrigerate for at least 30 minutes before serving.