Thaw the puff pastry sheet as per packages directions. Some say thaw on the counter for 1 hour or you can leave it to thaw in the fridge over night.

In a large bowl mix cream cheese, powdered sugar, and vanilla together until light and fluffy. Set aside.

Preheat oven to 400 F and line a large baking sheet with parchment paper.

Unfold the thawed puff pastry and lay it on the lined baking tray. Fold it in thirds so you have a clean indication of where the middle section is.

Add the cream cheese mixture into the centre section of the puff pastry. Using a spatula evenly spread the mixture to cover the entire centre area. Leave a small amount of space at the bottom and top edges so you have room to fold.

Add the sliced peaches on top of the cream cheese.

Cut ½ inch diagonal strips up each side of the dough. Remove the two strips at the top and two at the bottom to create a fold. (see pictures above)

Fold the top and bottom edge of the dough in towards the pastry. Fold slats of dough up over filling alternating sides to get a braided pattern. (See pictures above)

Make the egg wash by beating the egg and cold water together in a small bowl. Use a basting brush to apply the egg wash all over the folded danish.

Bake for 30 minutes or until the pastry is golden brown. Remove from the oven and let sit on the pan until it cools slightly before adding the glaze.

In a bowl mix the powdered sugar, milk, and vanilla extract until combined and smooth.

Drizzle the glaze over the strudel and enjoy warm.