Preheat your oven to 375F and line two baking sheets with parchment paper.
In a bowl, beat the softened cream cheese, granulated sugar, egg yolk, lemon juice, and vanilla until smooth.
Roll out the thawed puff pastry on a lightly floured surface and cut into squares.
Place a generous dollop of the cream cheese filling into the center of each square.
Fold the corners of the pastry toward the center to create a danish shape and press gently to seal.
Brush the edges of the pastry with the egg white wash for a golden finish.
Bake for 30 minutes until the pastry is puffed and golden brown.
Whisk together the powdered sugar and milk to create a glaze, then drizzle over the cooled pastries.