Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
Lightly dust your work surface with flour and roll out the puff pastry slightly to smooth the seams. Cut into 4 equal squares.
In a mixing bowl, combine cream cheese, granulated sugar, vanilla extract, and egg yolk. Beat until smooth and creamy.
Spoon about a tablespoon of the cream cheese mixture into the center of each puff pastry square. Spread slightly, leaving the edges clear.
Fold the edges of the pastry inward, creating a border around the filling. Pinch the corners gently to seal.
In a small bowl, whisk the egg white and brush it over the edges of the pastry for a golden finish.
Place the danishes on the prepared baking sheet and bake for 15-18 minutes, or until the pastry is puffed and golden brown.
Let the danishes cool slightly before dusting with powdered sugar, if desired.
