Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.

Unroll the thawed puff pastry onto a floured surface and cut into 3x3 inch squares.

In a bowl, combine softened cream cheese, granulated sugar, vanilla extract, and optional lemon juice. Blend until smooth.

Spoon about 1 tablespoon of cream cheese filling into the center of each pastry square.

Fold the corners of each pastry square toward the center or leave them open.

Beat an egg and apply the egg wash to the edges of each Danish.

Transfer the pastries onto the lined baking sheet and bake for 15-18 minutes until golden brown.

Remove from oven and let cool, then whisk together powdered sugar and milk to create glaze.

Drizzle glaze over the warm pastries and serve.