Preheat the oven to 425. Line a baking sheet with parchment paper.
On a clean work surface, roll out the puff pastry with a rolling pin to create a long thin rectangle, about 12 to 14 inches on the long end. Transfer the pastry to the prepared baking sheet.
Spread the whipped cream cheese in a long rectangle 3” wide in the center of the pastry.
Mix all but ¼ cup of the apple pie filling in a bowl with the vanilla and allspice. Spoon over the cream cheese layer. Sprinkle ½ of the toasted walnuts over the pie filling.
In 1” segments, slice the puff pastry at an angle from the filling to the edges on the long sides.
Fold the top and bottom up over the edges of the filling and tuck the slices back and forth over one another, pinching gently.
Brush the pastry with the beaten egg white and bake for 25 to 27 minutes, until golden and fluffy. Some of the filling may have oozed out of the pockets, and that is ok. Allow to cool.
Meanwhile, heat the remaining ¼ apple pie filling in a small saucepan and mash.
Spoon the mashed apples out along the center of the pastry and top with the remaining chopped walnuts.
Finally, whisk the milk and powdered sugar together in a bowl to create a glaze.
Spoon the glaze, allowing it to drizzle over the strudel.