Preheat the oven to 350 degrees and line a baking sheet(s) with parchment paper. Set aside.
In a medium bowl, add peaches, sugar and cinnamon. Stir to combine. Set aside.
In a medium mixing bowl, beat cream cheese, sugar, egg yolk, lemon juice and vanilla together until combined.
On a lightly floured surface, roll out dough and trim dough to make a large square. Save excess for strips.
Cut dough in half and those halves in half, ending with 4 squares per pie crusts.
Brush the edges of each pastry with egg wash.
Evenly divide cream cheese mixture between the 8 pastries and place in the center spreading out keeping the edges clean.
Spoon peaches on top of cream cheese mixture.
Place thin strips of dough, like a lattice topping, over each pastry.
Press edges down with the tines of a fork to secure. Trim off any excess dough.
Brush all pastries with remaining egg wash and sprinkle coarse sugar over the top.
Bake for 20 minutes or until golden brown.
Carefully remove from the oven, let cool, then enjoy