Preheat oven to 400 degrees. Using a hand mixer cream together the cream cheese, pumpkin and vanilla. Slowly add in the powdered sugar until combined. Add in the heavy cream and cinnamon until mixed, set aside.
Take each puff pastry sheet and place a chocolate bar in the center. Trim the sides as per the instructions in the post. Place about half of the pumpkin mixture on top. Close the braid as per the instructions in the post.
Lightly brush with the egg and sprinkle on the coarse sugar. Repeat with the other puff pastry. Bake for 20-25 minutes until golden on top, let cool on a wired rack. Cut, serve and enjoy!