Preheat the oven to 400 degrees F.

In a large bowl add the room temperature cream cheese, granulated sugar, egg yolk, vanilla extract, and lemon juice. Beat it on high-speed using an electric hand mixer or stand mixer until the filling is smooth and creamy. Set aside.

Line a work surface with a large piece of parchment paper, about 11 x 13.

Unfold the sheet of thawed puff pastry and use a rolling pin to roll it out lengthwise on the parchment paper, about 2 inches so that it measures 9x11 inches.

Transfer the parchment paper topped with the pastry to a large baking sheet.

Cut angled slits into the dough along both sides. Each strip should be about 1 inch wide by 3 inches long (toward the center of the dough).

Cut off the bottom 2 corners and the top 2 corners. It should look a bit like a tree.

Add the cheese filling to the center of the dough where it isn’t cut.

Fold over the top flap and begin crossing over the strips for the braid, switching from right to left until you get to the last 2 strips. Fold the bottom flap up and cross the last 2 strips over.

In a small bowl, whisk the egg white with 1 teaspoon of water. Brush it over the pastry using a pastry brush.

Bake for about 20 to 25 minutes or until golden brown.

Remove from the oven and let cool completely.

In a small bowl combine the powdered sugar with the heavy cream and drizzle the glaze on top of the Danish. Chill in the fridge.