Let’s walk through the steps to create these delightful pastries. Don’t worry, it’s simpler than you might think!

1. Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
2. In a medium bowl, beat together the cream cheese, granulated sugar, vanilla extract, egg yolk, and lemon zest until smooth and creamy. This filling is the heart of your Danish, so take your time to get it just right.
3. Unroll the thawed puff pastry on a lightly floured surface. Cut each sheet into 4 squares.
4. Spoon a generous tablespoon of the cream cheese mixture onto the center of each square. If adding jam or berries, place a small amount atop the cheese mixture.
5. Fold the corners of each square over the filling, pressing gently to secure. This step always reminds me of folding the dough for empanadas with my siblings, trying to make them as neat as possible.
6. In a small bowl, whisk together the egg and milk to create an egg wash. Brush over the tops of each Danish to achieve a golden, glossy finish.
7. Bake for 15-18 minutes, or until the pastries are golden brown and puffed. The smell will transport you to a cozy kitchen filled with anticipation of a delicious breakfast.
8. Allow to cool slightly before dusting with powdered sugar, if desired. Serve warm and enjoy!