Preheat oven to 400 degrees.
In a mixing bowl, mix cream cheese and sugar until fluffy.
Add lemon zest, egg yolks and vanilla. Mix until thoroughly combined.
Turn dough out onto a 13x17 inch piece of parchment paper. Roll out to a 12x16 size.
Leaving dough on parchment paper, transfer both to a flat baking sheet.
Spread filling mixture down length of dough in a 3-1/2 in width, stopping about 1/2 inch before each end.
Sprinkle raspberries and blueberries across the filling.
On the long edges, cut 1-inch strips, going about 3-1/2 inches in toward the center.
Fold strips, at an angle, alternating sides, in toward the center, overlapping each one. Pinch each short end and fold under.
Add 1 tbsp. water to one egg white and whip with a whisk or fork to combine. Brush egg white mixture over dough.
Bake for 20 minutes or until light golden brown. Cool on wire rack.