01 - Preheat oven to 400°F. Line a baking tray with parchment paper.
02 - Melt butter in a skillet over medium heat. Add diced apples, brown sugar, cinnamon, nutmeg, and lemon juice. Cook for 6–8 minutes, stirring often, until apples are soft and syrupy. Let cool completely.
03 - Beat cream cheese, granulated sugar, and vanilla extract in a bowl until smooth.
04 - Roll out puff pastry on a floured surface to smooth creases. Cut into 8 equal squares. Place on prepared tray. Lightly score a smaller square inside each and prick the center with a fork.
05 - Spread cream cheese filling in the center of each pastry. Top with cooled apple mixture.
06 - Brush pastry edges with beaten egg. Bake for 18–22 minutes until golden brown and puffed.
07 - Mix powdered sugar with milk or lemon juice to make a drizzle. Zigzag over cooled danishes.