Beat egg with a fork in a small bowl, then whisk with water (1/2 tablespoon) and lightly beat to make egg wash. Set aside to use later.
Using a stand mixer, combine cream cheese with sugar and vanilla and purée until smooth.
In a separate bowl, mix guava puree with lemon juice until smooth.
Put a baking sheet in oven to preheat for five minutes while you prepare the pastry.
Roll out pastry on a floured work surface with a floured rolling pin into a larger rectangle (but smaller than the sheet pan you're using). Repeat this process with the other sheet of pastry too, making it slightly bigger than the first piece (to be able to cover the edges later on).
Transfer the first piece of pastry to a sheet of foil. Spread cream cheese mixture evenly over pastry, leaving 1-inch borders on all sides. Dollop guava jam on top so it evenly covers the cream cheese mixture, remembering to leave the 1-inch border around the outside.
With the second sheet of pastry, using a sharp knife, cut slashes, designs, or other air holes in the top, remembering to keep a 1-2-inch border around the sides to avoid filling spillage.
Brush some egg wash around filling on the bottom layer. Lay the second, cut pastry over the filling on the bottom layer, lightly pressing the edges to seal and brushing the top of the dough with more egg wash.
Bake on foil on hot baking sheet until puffed and golden-brown, ~20 to 30 minutes (may be 5-10 minutes difference depending on your oven settings). Transfer pastry to a rack to cool completely. This pastry will last about a week in the fridge, sliced in a Tupperware container or on a plate in a zip lock bag.