Heat oven to 425 degrees. Grease bottoms and sides of 12 jumbo muffin cups, 3.5 x 1.75 in., or 6-oz custard cups with shortening.
Place 1 sheet of could puff pastry on lightly floured surface. Cut into four squares. Press each square gently into muffin cup, pulling the four corners up and out of cup. Press corners down on muffin pan. Repeat with remaining sheets of puff pastry.
Mix flour, pecans, brown sugar, and cinnamon in a small bowl. Cut margarine into the mixture, then put a heaping tablespoon in the bottom of each pastry cup.
Beat cream cheese and sugar in medium bowl with electric mixer on high speed about 2 minutes or until fluffy. Beat in eggs, one at a time. Beat in vanilla. Pour about 1/3 c of the cream cheese mixture into each cup (on top of the pecan mixture).
Bake 15 minutes.
Reduce oven temperature to 375 degrees. Bake 5 to 7 minutes longer or until pastry is golden brown. Cool 15 mins., then remove from pan. Refrigerate uncovered about 1 hr or until chilled; cover and continue refrigerating no longer than 48 hours.