Sprinkle gelatin over cold water in a small bowl; stir and let stand 1 minute or until softened.
Meanwhile, combine egg yolks and next 3 ingredients in a 2-quart saucepan. Add gelatin mixture. Cook, whisking constantly, over medium heat, 3 to 4 minutes or until gelatin dissolves and mixture thickens slightly. Remove from heat, and stir in cream cheese until smooth. Stir in brandy and vanilla. Cover and cool completely; chill thoroughly. Whisk filling until creamy before use.
Tip: To quickly cool filling, set saucepan in a large bowl of ice water. Stir often for about 5 minutes or until completely cool.