Preheat the oven to 400 ℉. Put the rack in the center of the oven. Line a baking sheet with parchment paper.
FOR THE CREAM CHEESE FILLING: With a mixer at medium speed, combine cream cheese, sugar, egg yolk, vanilla extract and lemon zest. Set aside.
FOR THE DANISH: Unfold one puff pastry dough sheet and roll it out to a 10-inch square. Repeat with the second sheet of pastry. Cut each pastry sheet into 12 even strips.
Take two strips of pastry dough and pinch the ends of two strips together to make a long 20-inch strand. Hold the strand at each end and twist it in opposite directions to create a swirly strand. Press one end of the strip on the parchment paper. Loop the twisted strand around it, working from the center outwards. Pinch the end to the pastry.
Flatten the center slightly with your finger and then prick the center with a fork. Repeat for the remaining eleven pastries.
Drop one tablespoon of the filling in the center of each pastry.
Press about three berries halfway into the filling.
FOR THE EGGWASH: In a small bowl, beat the egg yolk and water until well-mixed.
Brush the outside edges of each pastry with the egg wash.
Bake at 400℉ for 20-22 minutes.
Remove the pastries to a wire rack to cool.
FOR THE LEMON GLAZE: Mix the confectioner’s sugar with the lemon juice and lemon zest. You can substitute vanilla extract for the lemon juice and zest.
Generously drizzle the glaze over the cooled pastries.
Store the pastries covered at room temperature.
Best served the same day. Or if leftovers, reheat in microwave for 15 seconds.