Mix the cream cheese, sugar, and vanilla until smooth. Arrange the dough pieces in a circle on the baking sheet, slightly overlapping, with the points facing outwards.
Spread the cream cheese mixture in a ring over the dough and add the cherry filling. Fold the outer points of the dough over the filling and gently press them down under the inner edge.
Bake the wreath for about 20-25 minutes until golden brown and let it cool slightly. Mix the powdered sugar and milk together to make a thick glaze and drizzle it over the wreath. Enjoy!