Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.
-
Combine blueberries, granulated sugar, lemon juice, and cornstarch in a small saucepan.
Cook over medium heat until the berries soften and the mixture thickens slightly. Set aside to cool.
Mix softened cream cheese, powdered sugar, and vanilla until smooth.
Cut the thawed puff pastry into 8 equal pieces and arrange them on the prepared baking sheet.
Add a small spoonful of cream cheese filling to the center of each pastry.
Top each one with a spoonful of the cooled blueberry mixture.
Whisk the egg with water and brush the exposed pastry edges.
Bake for 15–20 minutes, or until puffed and golden brown.
Let the danishes cool for several minutes.
Whisk powdered sugar with milk or lemon juice to make the glaze.
Drizzle the glaze over the cooled danishes and serve.