Preheat oven to 400°F.
Cut each puff pastry sheet in half lengthwise and then in three equal pieces so you have 6 equal pieces.
In a bowl, mix together cream cheese, sugar, vanilla extract and orange zest. In another small bowl, mix the orange juice and apricot preserve. If it is too thick, pop it in the microwave for 30 seconds to loosen it up. Take one square of puff pastry and place a spoonful of the cream cheese mixture in the center. Fold the puff pastry from one corner to the other to make a triangle and pinch to close. Brush the top of the ravioli with the apricot mixture.