In a small bowl, stir together all of the ingredients until combined. Set aside.

Preheat the oven to 350°F. Line two sheet pans with parchment paper. In a small bowl, whisk the egg with 1 Tablespoon of water. Set aside.

Unroll one sheet of puff pastry on a lightly floured surface. Roll the sheet into a 9×12'' rectangle. Evenly spread 2 ounces of the cream cheese onto the puff pastry, and sprinkle with half of the Parmesan, half of the everything bagel spice, and a few pinches of salt.

Next, form the cookies. Starting with the long side towards you, fold each side of the puff pastry halfway towards the middle. Then, fold the sides again until they meet in the middle. Fold one half over the other (like a book). You should have one roll with six layers.

Repeat with the other sheet of puff pastry and remaining ingredients. Refrigerate the rolls for about 20 minutes.

Trim the ends of each roll. Cut each roll into 16 1/2-inch slices (32 cookies total). Arrange the cookies about 2 inches apart on the parchment-lined sheet pans (you may need to bake in batches). Brush the cookies with the egg wash.

Bake the palmiers on the middle rack of your oven for 22-25 minutes until golden brown, turning the pan halfway through baking. Serve immediately and enjoy!