
Line 2 baking sheets with parchment paper and preheat the oven to 375°F.
In a bowl, cream together the room temp cream cheese, sugar and vanilla until combined.
Unfold pastry sheets and cut 9 squares. Repeat with the second sheet.
Divide the cream cheese mixture evenly among the 18 squares and place in the middle.
Bring two opposite corners to the middle over the cream cheese and fold together and pinch to seal. Repeat with all the danishes.
Add to the baking sheet and brush to tops with the egg wash. Bake 18-20 minutes or until golden and crispy.
Once cooked, allow the pastries to cool.
Combine milk and powdered sugar until a thick glaze forms.
Drizzle over the cooled pastries and serve.