Add the cream cheese, granulated sugar, vanilla, lemon zest and egg yolk to a bowl. Use a hand blender to mix until well combined. Set aside.
Lightly dust a clean work surface with a little flour. Place one sheet of puff pastry on the floured surface. The square should be about 24cm on all sides. Cut the pastry into 4 equal squares.
Place the squares on a baking sheet.
Whisk the egg white. Brush the perimeter of each square with egg white.
To form the Danish shape. Pull each point of the pastry square into almost the centre of the square. Press each corner down so it sticks.
Brush the top of each pastry square with more egg white. Dock the centre of the square.
Add a generous tablespoon of cream cheese to the centre of the Danish. Spread it out a little, creating a divot for the preserves. Dollop about a tablespoon of fruit preserves in the centre of the cream cheese. Place in the fridge to chill for about 10 minutes while you prepare the second sheet of puff pastry on a second baking sheet.
Once the second baking sheet of pastries is prepared, place it in the fridge to chill.
Remove the first set of pastries from the fridge. Bake on the middle rack for 15-17 minutes until the puff pastry is puffed up and golden brown. Remove from the oven to cool completely.
Place the second baking sheet in the oven and cook as in step 9.
In the meantime, stir together the icing sugar and lemon juice.
Once the pastries have cooled, drizzle them with the lemon glaze and serve.
