Preheat oven to 375 degrees F (190 degrees C). Spray 2 baking sheets with cooking spray.
Cut each pastry sheet into 15 equal rectangles for a total of 30 rectangles. Spread rectangles out using your fingers. Spoon about 1/2 teaspoon cream cheese onto 1 side of each cookie. Place each cookie, cream cheese-side down, onto 1 side of each pastry rectangle; fold opposite side over cookie, pressing the edges together to seal. Arrange 12 to 15 'crookies' on each baking sheet.
Bake in the preheated oven until golden brown, 18 to 22 minutes. Let 'crookies' cool before dusting with confectioner's sugar.