Make one recipe of danish dough from my Morning Buns recipe. Complete the dough to step 11. (I recommend watching the Morning buns video for a step by step instruction.)

Line a baking sheet with parchemnt paper and set aside.

On a floured surface, roll out the danish dough to a 12 x 12 inch (30x30cm) square and cut the dough into 9 squares.

Place the squares of dough onto the prepared baking sheet and fold the corner of each square in towards the center. Press your finger into the center of the square to create a dent.

In a bowl, beat cream cheese, sugar, egg yolk and vanilla extract until well blended. Place the mixture in a piping bag fitted with a large round tip.

Pipe about 2 tablespoons of filling into the dent at the center of each square.

Cover the danishes with plastic wrap and let proof in a warm place until puffed, about 1½ hours.

When the dough is proofed, heat your oven to 425°F (220°C).

Remove the plastic, then brush the dough with the egg wash and bake for 10 minutes.

Reduce the oven temperature to 375°F (190°C), rotate the pan, and bake for another 5-10 minutes, until the danishes are golden brown. Let cool on a wire rack.

These danishes are best the day they are made, but any leftovers can be stored in an airtight container in the refrigerator for up to 3 days. Re-crisp in a 300°F (150°C) oven for about 10 minutes.