Preheat oven to 400 degrees F. Line a baking sheet with parchment paper.
In a blender, add Treasure Cave Mild Blue Cheese, lemon zest, lemon juice, yogurt and olive oil. Blend, scraping down the sides as needed until smooth. Set aside.
Gently fold strawberries, sugar, balsamic vinegar and vanilla bean together. Set aside.
Roll out each puff pastry. Cut into three strips and then cut each strip into 3 squares using a sharp knife.
Score (do not cut all the way through!) a small border around each square. Spread a little of the cheese filling on each square.
Top with berries and a little juice (not too much or it will run).
Mix egg and water and brush around the edges. Place on prepared baking sheet.
Bake at 400 degrees F for 20-25 minutes until golden brown.