Preheat your oven to 400ºF (200ºC). Prepare two large baking sheets by lining them with parchment paper to prevent sticking.

In a medium mixing bowl, use a hand mixer or a sturdy spoon to beat the softened cream cheese and granulated sugar together until the mixture is completely smooth.

Add the egg yolk, lemon juice, and vanilla extract to the cream cheese mixture. Beat until well combined and set the filling aside.

On a lightly floured surface, roll each puff pastry sheet into a 12 x 12-inch square. Use a knife or a pizza cutter to cut each sheet into 9 equal squares, giving you 18 squares total.

Place the squares onto the prepared baking sheets. Use a fork to prick the center of each square 3 or 4 times. Ensure you leave a border of about half an inch untouched around the outside edge to allow it to rise.

Whisk the egg white and 1 teaspoon of water together in a small bowl. Lightly brush this egg wash onto the edges of each puff pastry square.

Place a scant tablespoon of the cream cheese filling into the center of each square. Top the cream cheese with a teaspoon of your favorite jam, jelly, or a few chocolate chips.

Bake for 15 to 18 minutes, or until the pastry is puffed up and a beautiful light golden brown.

Remove from the oven and use a spatula to carefully transfer the danishes to a wire rack to cool.

While the danishes cool, whisk together the powdered sugar and 1 tablespoon of milk. If the glaze is too thick, add more milk 1 teaspoon at a time until it reaches a drizzling consistency. Drizzle the glaze over the warm danishes before serving.