01 - In a medium bowl, beat together cream cheese, sugar, and vanilla extract until smooth and creamy. Gently fold in diced strawberries and strawberry jam until just combined. Refrigerate until ready to use.
02 - Combine flour, sugar, and salt in a mixing bowl. Cut in cold butter using a pastry blender or fingers until mixture resembles coarse crumbs. Gradually add cold water, mixing until dough comes together. Cover and refrigerate for 15 minutes.
03 - On a lightly floured surface, roll dough to 1/8 inch thickness. Cut out 8 circles using a 5-inch round cutter or small bowl.
04 - Place a heaping tablespoon of cheesecake filling in center of each dough circle. Brush edges with beaten egg, fold dough over to form half-moon shape, and crimp edges firmly with fork to seal.
05 - Heat vegetable oil in deep fryer or heavy pot to 350°F. Fry pies in batches for 2 to 3 minutes per side until golden brown and crispy. Transfer to paper towels to drain excess oil.
06 - Let pies cool for 5 minutes. Dust generously with powdered sugar and serve warm.