Preheat the oven to 200C/400F and line a large baking tray with grease proof paper/a silicone mat/Silpat.
Place the puff pastry sheet onto your prepared pan. Score the pastry sheet into thirds lengthways. The centre one is for your filling, so leave this.
On the outer two thirds of your pastry, slice off the corner diagonally at the top of the sheet to create the angle for your braids.
Slice diagonally down one side of your pastry, following the initial angle you created, to create 3/4-1 inch thick braids. Repeat on the other side, using something straight to make sure your braids line up.
When you get to the last strip, there will be a small triangle of pastry left between the middle section and where you cut your strips, cut this out and discard.
Spoon the lemon curd along the centre of the middle of your pastry and then spread out with the back of your spoon being careful not to go over the edges and out of your middle third!
Place the cream cheese, sugar, vanilla and cornflour into a small bowl and beat until well combined and smooth. Spoon this mixture along the centre, on top of the lemon curd and gently spread it out. It doesn't matter if you don't entirely cover the lemon curd, just roughly spread if so there are no really high points that will affect your braiding!
Take one strip from the left hand side and fold over the lemon curd filling, then repeat with the right hand side. Repeat all the way down until you have a neat braid.
There will be a little piece of pastry poking out at the end (in the centre) fold this up and over the lemon curd to help stop leaking!
Brush with the lightly beaten egg and then place in the oven for 17-22 minutes, until risen, golden and the filling is bubbling.
Leave to cool for 30 minutes before slicing into 1 inch pieces and devouring! Lemon Cream Cheese Puff Pastry Braid is best served warm and will keep in an airtight container, in the fridge for 3 days. Microwave a slice for 30 seconds - 1 minute when ready to serve! Also tastes amazing with ice cream!