Step 1: Prepare the Blueberry Topping
In a small saucepan, combine blueberries, sugar, and lemon juice. Cook over medium heat for about 5 minutes, stirring occasionally, until the blueberries begin to break down and release their juices. In a small bowl, mix cornstarch with water to create a slurry, then stir it into the blueberries. Continue cooking for 1-2 minutes until the mixture thickens. Remove from heat and let it cool completely while you prepare the other components.

Step 2: Make the Cream Cheese Filling
In a medium mixing bowl, beat the softened cream cheese with an electric mixer on medium speed until smooth and creamy, about 1 minute. Add the sugar and continue beating until well combined and fluffy. Add the egg yolk, vanilla extract, and flour, then beat until completely smooth with no lumps remaining. Set aside.

Step 3: Prepare the Puff Pastry
Preheat your oven to 400°F (200°C). Line two baking sheets with parchment paper. Unfold the thawed puff pastry sheets on a lightly floured surface. Use a rolling pin to gently roll each sheet slightly to smooth out the creases. Using a sharp knife or pizza cutter, cut each sheet into 4 equal squares, giving you 8 squares total.

Step 4: Shape the Danishes
Take one pastry square and make diagonal cuts from each corner toward the center, stopping about ¾ inch from the middle—this creates four triangular flaps. Fold every other flap toward the center, creating a pinwheel shape with an open center. Gently press the folded flaps down. Repeat with remaining squares.

Step 5: Fill the Pastries
Place the shaped pastries on your prepared baking sheets, spacing them about 2 inches apart. Spoon about 2 tablespoons of cream cheese filling into the center of each pastry, spreading it slightly. Top each with a spoonful of the cooled blueberry mixture.

Step 6: Apply Egg Wash
In a small bowl, whisk together the beaten egg and 1 tablespoon of water. Using a pastry brush, gently brush the exposed pastry edges with the egg wash—this will give them a beautiful golden color when baked.

Step 7: Bake
Bake in the preheated oven for 15-18 minutes, or until the pastries are puffed and golden brown. Rotate the baking sheets halfway through baking for even browning. The cream cheese filling should be set but still slightly jiggly in the center.

Step 8: Cool and Glaze
Remove from the oven and transfer the pastries to a wire cooling rack. Let them cool for at least 10 minutes. While they cool, make the glaze by whisking together powdered sugar, milk, and vanilla extract until smooth. Drizzle the glaze over the warm (not hot) pastries. Serve warm or at room temperature.