Preheat your oven to 375°F. Line a baking sheet with parchment. Unfold your thawed puff pastry sheets onto a lightly floured surface and cut each sheet into 4 equal rectangles (8 total). Score a 1/2-inch border around each rectangle, being careful not to cut all the way through. Prick the inner pastry with a fork. This is called docking — it prevents the center from puffing up into a balloon while the border rises tall and golden.
Mix the Cream Cheese Filling: In a medium bowl, beat the softened 8 oz cream cheese, 4 tablespoons sugar, and 1 teaspoon vanilla until completely smooth and fluffy, about 2 minutes. Scrape the bowl well. You want zero lumps here — they'll melt unevenly in the oven and leave holes in your filling.
Mix the Pumpkin Filling: In a separate bowl, whisk together the 1/2 cup pumpkin puree, 1/4 cup sugar, 1 teaspoon vanilla, 1 teaspoon pumpkin pie spice, and 1 egg until fully combined and glossy. The mixture should look like thick, smooth pudding.
Assemble the Danishes: Spoon about 1 heaping tablespoon of the cream cheese filling into the center of each pastry, spreading it gently within the scored border. Top with about 1 tablespoon of the pumpkin filling, spreading it over the cream cheese layer. Don't overfill — it will spread as it bakes.
Chill and Egg Wash: Place the assembled danishes on the baking sheet in the fridge for 30 minutes. This is the most important step for flaky layers. After chilling, brush the borders (not the filling) generously with the egg wash (1 egg + 2 tbsp water whisked together). Be precise — egg wash on the filling makes the surface look streaky and unappetizing.
Bake: Bake for 18–22 minutes, rotating halfway through. The pastry should be deeply golden and puffed, and the filling should be set with a slight jiggle in the very center. The cream cheese should look matte, not shiny. Transfer the pan to a cooling rack.
Ice and Serve: While the danishes cool, whisk together the 2/3 cup powdered sugar, 1 teaspoon vanilla, and 4 tablespoons milk. Add the milk a little at a time until you get a thick but drizzling consistency. Drizzle over the warm danishes. Serve warm or at room temperature.