Start by thawing the puff pastry according to the package directions. Lightly flour your surface and gently roll the pastry into a square shape. Cut the pastry into equal squares for evenly sized danishes.
In a medium bowl, combine softened cream cheese, sugar, vanilla extract, and lemon zest if using. Mix until smooth and creamy with no lumps remaining. The filling should feel thick but spreadable.
Place the pastry squares on a lined baking tray with space between them. Score a border around each square without cutting through the dough completely. This helps the edges puff up beautifully while baking.
Spoon the cream cheese mixture into the center of each pastry square. Top evenly with fresh blueberries for juicy flavor in every bite. Avoid overfilling so the pastries bake evenly and stay crisp.
Whisk together the egg and milk in a small bowl until smooth. Brush the edges of each pastry lightly for a shiny golden finish. This step gives the danishes a bakery-quality appearance.
Bake the pastries in a preheated 400°F oven for about 18 to 20 minutes. The edges should become golden brown and beautifully puffed. Let them cool slightly before adding powdered sugar on top.
Transfer the danishes to a cooling rack after baking for the best texture. Dust lightly with powdered sugar before serving for a classic finish. Enjoy them warm for the ultimate flaky and creamy bite.