Preheat oven to 400F.
Take the puff pastry dough out of the refrigerator or freezer and let it sit at room temperature for 20 minutes.
Prepare a baking sheet by lining it with parchment paper.
Mix cream cheese, confectioner’s sugar, and 2 teaspoons of vanilla extract together until thoroughly combined.
In a small bowl make a simple egg wash by whisking the egg and water together. Set aside.
Unfold thawed puff pastry sheet and cut into 4 equal pieces.
Place the squares of dough on the baking sheet spaced approximately 2 inches apart. Depending on the size of your baking sheet you may need more than one to bake all 8 danish.
Lightly brush the edges of each square of pastry dough with egg wash. Then fold each corner into the center.
Place 2 tablespoons of the sweetened cream cheese mixture in the center of each square. Use the back of the tablespoon to gently press down on the cream cheese making an indentation that will hold the cherries.
Top the cream cheese mixture with two tablespoons of cherry pie filling. Approximately 3 cherries each.
Brush the exposed puff pastry dough with egg wash.
Place in a 400 degree F oven to bake for 20 minutes or until golden brown.
Once the pastry has finished baking remove it from the oven and let it cool completely. Approximately 1 hour.
When the pastry has cooled to room temperature mix up your glaze by mixing the confectioner’s sugar, milk, and 1 teaspoon of vanilla extract together.
Drizzle the glaze over the pastries and let it set.
Serve immediately or store in the refrigerator until ready to serve.