Beat cream cheese, white sugar, and lemon juice together in a bowl with an electric mixer until smooth and fluffy.
Roll each puff pastry into a 12x16-inch rectangle. Spread 1/2 of the cream cheese mixture down the center of a long side of each rectangle, leaving a 1-inch border. Top each of the cream cheese layers with 1/2 of the cherries and 1/2 of the walnuts.
Fold opposite end of each puff pastry over the filling, brushing the edges with egg mixture to seal. Tuck the ends underneath the roll and place seam-side down on a baking sheet. Brush the tops of each strudel with egg mixture.
Bake in the preheated oven until golden brown, about 35 minutes. Cool strudels on baking sheet set on a wire rack, at least 30 minutes.
Whisk confectioners' sugar, milk, and vanilla extract together in a bowl until desired consistency for glaze is reached; drizzle over strudels.
