Preheat the oven to 375.

Put the mozzarella and cream cheese in a microwave-safe bowl. Microwave one minute. Stir. Microwave 30 seconds. Stir. At this point, all the cheese should be melted. Microwave 30 more seconds until uniform and gloopy (it should look like cheese fondue at this point). Add the rest of the dough ingredients and the cheese to a food processor. Mix using the dough blade until a uniform color. If you do not have a food processor you can mix in a medium bowl with a wooden spoon but you may need to dump it onto wax paper and knead it by hand to thoroughly incorporate the ingredients.

Stir together the ingredients for the filling. Set aside the egg yolk to brush on the pastries.

Roll the dough out between two pieces of parchment paper into a 6 x 18 inch rectangle. Cut in half lengthwise with a pizza cutter. Put the filling down the center of one piece. Top with the other piece of dough. Use the pizza cutter to cut into 7 or 8 pieces. Put them on a baking sheet lined with parchment.

Gently press the edges together on two opposing sides of each pastry. Use a kitchen shears or small knife to make a few slits in the top dough. Brush with the egg yolk. Bake for 30 minutes until golden brown.