Pre heat the oven at 390 F.
In a mixing bowl, add cream cheese and icing sugar and mix on medium for 2 minutes than on high until smooth and creamy. Keep refrigerated.
Dice strawberries and strain well through a fine sieve. Discard the juice.
Place a piece of baking paper on the working surface large enough to fit the pastry sheet. Roll out the thawed pastry. I would recommend lightly roll out the pastry with a rolling pin (i didn't and the pastry was a bit too thick to bake).
Spread the cream cheese evenly, using a spatula.
Add a layer of diced strawberries.
Sprinkle orange zest and sugar.
Roll up the puff pastry, not very tight though or the filling will spill out.
If the edge end up on top of the roll flip it under.
Using a sharp knife, cut the roll in half, lengthwise.
Twist each of these halves then braid the twists together, without applying pressure. Both the twists and the braid should be pretty loose. Don't worry if some filling spills out, you can clean it when you're done braiding and add it on top of the braid.
Grab the baking paper by the ends and transfer the roll to a baking sheet.
Bake in the middle of the oven at 390 F for about 20 minutes or until the bread gets a golden brown top.
Leave to cool a little then cut into slices.
Serve warm or cold.