Cut the puff pastry into evenly-sized rectangles. If using store bought sheets, sheets come folded. Cut folded brick in half, unfold, and cut along the folds. This will yield 12 evenly-sized sheets.
Take one sheet, and place a tablespoon of jam in the middle, leaving 1/2 inch of border along all sides. With water on your fingertip, dampen the pastries’ borders. Sandwich blank pastry treat on top the jammed pastry sheet.
Press down the edges of the sheets sealing the jam in.
Place two pastries in the air fryer basket (or more if your air fryer has the room), and cook at 350 degrees for 5 minutes. Turn carefully, and cook for 2 more minutes.
Remove, and let cool before icing.
While pastries are cooling, mix together powdered sugar, cream, and vanilla. Once pastries have cooled, ice each pastry, and enjoy.