Make the filling: In a large bowl, combine cream cheese and powdered sugar, and whisk well until combined and completely smooth (if grainy, beat with an electric mixer until smooth). Add melted white chocolate gently and gradually, until combined. Mix in vanilla extract. Using an electric mixer fitted with the whisk attachment, whisk heavy cream until soft peaks form. Avoid overbeating. Using a spatula, gently fold half of the whipped cream into the cream cheese mixture, then fold in the other half.