In an unbuttered 8x12 inch dish, unroll 1 package rolls in bottom. Do not separate perforations. In bowl mix cream cheese, sugar, vanilla and egg yolk. Spread over crescent rolls. Place other package or rolls on top. Brush with egg white.
Bake at 350 degrees for 30 minutes. While hot, top with thick mixture of milk and powdered sugar. Cut when partially cool into squares. May spread a can of fruit pie filling on top of cream cheese mixture, if desired, before adding second package of crescent rolls.