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1. Heat oven to 350 F. To make the filling, put cream cheese, confectioners' sugar, and vanilla into a medium sized bowl and blend with a mixer on medium-high speed about 2 minutes. Beat in one egg yolk and mix until well blended, about 1 minute.
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2. Open crescent rolls and separate each triangle. Place triangles onto a lightly floured counter or cutting board. To make 8 large danishes, use 2 crescents pinched together at seams. To make 16 smaller danishes, use each crescent roll individually.
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3. Place a heaping tablespoon of cream cheese mixture in the middle of the wide side of the triangle of dough and spread gently, almost to edges. Put a heaping teaspoon of preserves on top of the cream cheese. For the larger danishes, use 2 tablespoons of cream cheese and 2 teaspoons of preserves.
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4. To form the large danishes with the rectangles, pull up opposite corners of the crescent to meet in the middle. Because you are working with a rectangle shape instead of a square, these will not be perfectly even. Press gently together in the middle to seal the dough together.
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5. To form small danishes with individual crescent rolls, pull the long end over the filling to meet the dough at other end, forming a small pocket. Then press edges together with your fingers. Or try any other shape you think you might like. Brush the top of each Danish with egg wash (1 egg yolk mixed with a tablespoon of milk or cream), if desired.
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6. Place on ungreased cookie sheets and bake at 350 F for about 18-22 minutes, until edges are lightly browned. Remove pans from the oven. Let Danish cool slightly before glazing. Or sprinkle a pinch of regular sugar over them instead of glazing.
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7. If using glaze, while baking Danishes: Mix together confectioners' sugar and milk until smooth. Cover with plastic wrap until ready to use. If glaze gets stiff, add more milk, 1 teaspoon at a time, until desired consistency is achieved.
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Once Danishes are cooled slightly, drizzle them with glaze and let them stand for 10 minutes.
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Adapted from a recipe on MarthaStewart.com, originally from Martha Stewart Living magazine.
