Preheat the oven to 400°F. Set out a large baking sheet and line it with parchment paper.
Set out a small bowl for the cream cheese filling, and an even smaller bowl for the eggwash. Crack the egg into the smallest bowl and add 1 tablespoon of water. Whisk well to create eggwash.
In the second bowl, combine the cream cheese, sugar, vanilla extract, lemon zest, and salt. Mix until very smooth.
Lay one sheet of thawed puff pastry on a clean work surface. Brush eggwash over the top of the puff pastry. Then lay the second sheet of puff pastry evenly over the top. Gently press. Brush the top of the second sheet with egg wash. Then use a pizza cutter to cut the puff pastry sheet into 12 small rectangles. That's 2 long cuts in one direction and 3 long cuts perpendicular to the first cuts.
Move the puff pastry rectangles to the baking sheet, 1-2 inches apart. Use a fork to poke holes down the center of each puff pastry rectangle, leaving a half inch rim around the edge.
Scoop the cream cheese filling into a freezer Ziploc bag. Cut off one corner of the bag to create a disposable piping bag. Pipe the cream cheese filling down the center of each puff pastry sheet, over the top of the punctured holes.
Bake the cheese danishes for 15-20, until the edges are golden brown and evenly puffed on all sides.
Allow the cheese danishes to cool for at least 5 minutes on the baking sheet. Then serve warm.
Video
Notes
Store in an airtight container at room temperature for up to three days, or store in the refrigerator for up to five days.