Preheat the oven to 375˚F and line 2 baking sheets with parchment paper and reserve until needed.

Make an egg wash by beating the egg, and half the egg yolk together with a pinch of salt. Reserve until needed.

Remove the pastry from its bag and discard the paper sheets from it. Open it onto a lightly floured surface and using a rolling pin, roll the pastry out, working one at a time, just a touch to form a perfect-ish square.

Cut the large square into 4 even squares by cutting it down the middle and cutting each half in half. Use a ruler to get exact squares if desired.

Using the egg wash you made earlier, brush some on all four corners of each square, and fold each corner into the middle of the square, pressing down so it adheres and you end up with a bit of a divot in the center.

Divide the Danish between two sheet pans lined with parchment paper and place them in the freezer until firm, 10-15 minutes.

While the formed danish rests, make the cheese filling by combining the remaining half egg yolk, cream cheese, powdered sugar, lemon juice, salt, and vanilla in a bowl and whisk together until no lumps remain.

Remove the danish from the freezer brush the tops with egg wash and dust them with the sanding sugar.

Fill the divots with a heaping tablespoon of the cream cheese filling and place the pastries directly in the hot oven.

Bake for 20-25 minutes, until golden brown. Turn the pan around halfway through baking.

As soon as the danishes come out of the oven, remove them to a cooling rack top them with a teaspoon of the plum jam, and let them cool until room temp or just slightly warm still.

The pastries will deflate a bit as they cool and are best enjoyed the day they are made, even slightly warm.

Optionally, you can leave the jam off and simply leave them cheese danishes, and finish them with a powdered sugar glaze if desired.