Heat oven to 400 degrees.
In a bowl, combine cream cheese, Parmesan cheese, lemon zest, lemon juice, wine, thyme, garlic powder, salt, and pepper. Set aside.
Cut your salmon into 4 equal pieces. Set aside.
Unfold puff pastry and cut into 4 equal pieces.
Place 1 piece of pastry on a lightly floured surface and gently roll it out with a rolling pin to form a rectangle.
Place 2 Tbsp of cream cheese mixture in the middle of the piece of pastry and carefully spread it out, stopping within ½ inch of the edges of the pastry.
Place a piece of salmon on the cream cheese mixture.
Drizzle the salmon with ½ tsp olive oil.
In a small bowl, whisk the egg.
Using a pastry brush, brush the edges of the pastry with beaten egg.
Fold the pastry over the salmon and press down on the edges to seal. Using a fork, crimp the edges to ensure a tight seal.
Repeat these steps with the remaining 3 pieces of pastry and salmon until you have 4 pastry packets filled with salmon and cheese.
Place salmon packets on a baking sheet lined with parchment paper.
Cut slits in the top of pastry to vent.
Brush tops with remaining beaten egg.
Bake for 20-25 minutes.