MAKE THE CHEESE FILLING
To make the cheese filling, combine softened cream cheese, sugar, vanilla extract, and egg yolk.
MAKE THE PUMPKIN FILLING
In another mixing bowl, add the pumpkin puree, light brown sugar, pumpkin pie spice, an egg, and sweetened condensed milk.
Whisk together until completely smooth.
MAKE THE EGG WASH
To make the egg wash, whisk together the egg and whole milk and set aside.
MAKE THE DANISH
Preheat oven to 400°F. Roll out 2 sheets of puff pastry and cut each sheet of puff pastry into 8 even rectangles.
Then using a knife, make an indentation slightly smaller than the rectangle all around but do not cut all the way through. This step will help the puff pastry rise appropriately.
Brush the edges of each danish with the egg wash. Add the cheese filling to the center and spread just to the edges of the smaller rectangle. Spread a spoonful of pumpkin filling on top of the cream cheese filling and add a sprinkle of granulated sugar around the edges.
Pop in the oven to bake for 14 to 16 minutes or until beautifully golden.
While it bakes, combine powdered sugar, milk or cream, and vanilla extract in a small bowl to make the glaze/icing.
Allow to cool for 15 minutes and then add a drizzle of icing on top if you'd like and enjoy!