Line a baking sheet with parchment paper. Place your oven's rack in the center and preheat it to 400°F. Mix the cream cheese, powdered sugar, vanilla, egg yolk, and salt until smooth and light in texture.
Unfold the sheet of puff pastry, dust off excess flour, and place it on the baking sheet. Cut down the seams of the folds so you have three equal-sized strips. Cut the strips into halves.
Use a fork to perforate around the sides of each puff pastry rectangle, leaving a half-inch border. This prevents the puff pastry from rising in the middle.
Add 2 heaping tablespoons of your cream cheese mixture to each square. Spread evenly, making sure to leave the borders clean.
Beat the egg white until frothy. Dip a pastry brush into the beaten egg white and trace lightly along the borders. This will give the puff pastry a glossy finish and golden color.
Bake at 400°F for 10 minutes then rotate the baking sheet, front to back. Continue to bake for 5 to 10 minutes, or until the borders of the puff pastry have risen and are golden brown. Use a spatula to remove the pastries from the sheet pan and cool on a rack.
In a separate bowl, mix the powdered sugar, vanilla, and milk. Finally, drizzle over cooled Cheese Danish and watch your loved ones gobble them down! Optional: drizzle with 2 tablespoons of strawberry jam thinned with 1 teaspoon of water.