Unroll dough on a lightly floured surface. Using only 8 triangles (4 squares) press seams together to form a 12x4 inch rectangle. With fingers, shape cream cheese into a rectangle. Sprinkle and gently press dill onto top of cream cheese.
Place cream cheese, dill side down, in center of dough. Bring up sides of dough snugly around cheese, pinching to seal.
Place seam side down on lightly greased baking sheet. Brush with egg yolk.