In a medium mixing bowl, combine the softened cream cheese, granulated sugar, vanilla extract, and lemon zest (if using). Beat with a whisk or electric mixer until smooth and creamy. Set aside.

Preheat your oven to 400°F (200°C). Line a large baking sheet with parchment paper.

Carefully unroll the thawed puff pastry sheet onto a lightly floured surface or directly onto the parchment-lined baking sheet. Using a sharp knife or pizza cutter, trim the edges to form a neat rectangle (approx. 9x10 inches). Cut the rectangle into 8 equal squares.

For each square, use the tip of your knife to gently score a smaller square about 1/2 inch from the edge, without cutting all the way through the pastry. This will create a border that puffs up more.

In the center of each scored square, spoon about 1-2 tablespoons of the cream cheese filling. Spread it evenly within the scored border.

Top the cream cheese filling with about 1 tablespoon of raspberry preserves.

In a small bowl, whisk together the egg and water to create an egg wash. Lightly brush the exposed puff pastry borders of each danish with the egg wash. This will give them a golden, glossy finish.

Bake for 16-20 minutes, or until the pastry is puffed, golden brown, and the filling is set. The exact time may vary depending on your oven.

Remove from the oven and transfer the danishes to a wire rack to cool slightly.

While the danishes cool, whisk together the powdered sugar, 1 tablespoon of milk (or lemon juice), and vanilla extract (if using) in a small bowl until smooth. Add more milk, a tiny bit at a time, until you reach a pourable consistency.

Drizzle the glaze over the warm (but not hot) danishes before serving.