Place the cream cheese, sugar and vanilla in a bowl and beat until smooth. Beat in the egg yolk and set aside. Place one of the vol-au-vent shells on a lightly floured surface. Roll with a rolling pin until about 5 inches in diameter. Place on a large parchment paper-lined baking sheet. Repeat with remaining vol-au-vent.
Divide and spoon the cream cheese mixture into the centre of each vol-au-vent and top with apricot wedges. Chill for 20 minutes in the fridge. With oven rack in the middle of the oven, preheat it to 375 degrees F. Bake the tarts for 20 to 25 minutes, or until puffed and golden. Dust with icing sugar just before serving warm or at room temperature.