01 - In a medium bowl, beat together cream cheese, sugar, and vanilla until smooth. Gently fold in diced strawberries and strawberry jam. Set aside in the refrigerator.
02 - In another bowl, combine flour, sugar, and salt. Cut in the cold butter until the mixture resembles coarse crumbs. Gradually add cold water, mixing until a smooth dough forms. Cover and chill for 15 minutes.
03 - On a floured surface, roll the dough to about 1/8 inch thickness. Cut out 8 circles, each about 5 inches in diameter.
04 - Place a heaping tablespoon of cheesecake filling in the center of each dough circle. Brush edges with beaten egg, fold over to form a half-moon, and crimp the edges with a fork to seal.
05 - Heat oil in a deep fryer or heavy pot to 350°F. Fry pies in batches for 2–3 minutes per side, until golden brown. Drain on paper towels.
06 - Let cool slightly, then dust generously with powdered sugar before serving.