Beat cream cheese, sugar, vanilla, and cinnamon until smooth and fluffy, then set aside.
Roll out crescent dough, pinching seams if needed. For homemade dough, mix warm milk, yeast, and sugar; let sit until foamy.
Stir in flour, salt, egg, and butter to form a soft dough, knead until smooth, let rise 1 hour, then roll into a rectangle and cut into squares.
Spoon 1–2 teaspoons of filling into each piece, fold over, and seal the edges.
Bake at 375°F (190°C) for 12–15 minutes until golden, or air-fry at 350°F (175°C) for 6–8 minutes.
While still warm, brush with melted butter and toss in cinnamon sugar until coated.