Preheat oven to 350℉, lightly spray a cookie sheet with cooking spray or have a non-stick cookie sheet ready to use.
Place the cream cheese and powdered sugar into a small bowl and use a mixer to beat them until the cream cheese is light and sugar has completely been combined well. Add the vanilla and whip for a minute, just to incorporate it into the other ingredients. Set aside.
Open the biscuits and separate them. On a very lightly floured surface, flatten a biscuit to about 1/4”inch by first moving rolling pin one direction then the other, you’ll end up with an slightly oblong shaped biscuit.
Place 1 Tablespoon of the cream cheese mixture into the center of the rolled biscuit. Spread it but don’t go too far to the edge. Next fold the biscuit in half making a half-moon shape.
Firmly seal the pocket with your fingers to prevent the cream cheese spilling out when baking. Now use a knife to cut small slices around the pocket, see pictures for guide. Pull the 5 sections slightly apart to create the “fingers or claws” Try to pinch or seal down the sections the dough separates. Use your fingers to slightly shape each finger.
For the almond “nails” push one into center of each finger, make sure it’s securely in there otherwise it may fall out during baking. Place the claw on the baking sheet and repeat with the remaining 7 claws. If you’d like to brush the claws with the lightly beaten egg do so now — this is to give them a shiny surface, it’s fun to do it on some, if you’d like but not necessary.
Bake in center of oven for 13 to 15 minutes, keep an eye on them around the 12 minute mark. They’re done when they’ve puffed up and the tops are golden brown.
If you want added sweetness you could mix some powdered sugar with a bit of water until you get a thick paste and pour on top as a glaze of sorts.