
Preheat oven to 400℉ and line a rimmed baking sheet with parchment paper.
Twist the strip until it forms a braided piece.Place one end of the long, twisted strip down onto the parchment paper and wrap the dough around it, starting in the center and creating a pinwheel base. Poke the center 4 to 5 times with a fork.
In a saucepan over medium heat, stir together the blueberries, sugar, lemon juice, and cornstarch. Stir and cook until the berries burst and the liquid turns into a thick syrup. Remove the pan from the heat and cool.
On a lightly floured surface, roll out the pastry sheet. Cut the pastry lengthwise into 8 strips of equal width. Repeat with the second piece of puff pastry so you have 18 strips.
Take two strips and connect them at the shorter edges by pinching the ends together. This will give you one long strip. Twist this strip so it forms a long spiral. Place this spiral piece on the baking sheet. Holding down one end, spiral the dough around the center until you have a pinwheel base, about 4-5" in diameter. Repeat until you have 8 danishes. Use a fork to poke the pastry 4 times in each danish.
In a medium bowl and using an electric hand mixer, beat the cream cheese until light and fluffy, about 3 minutes. Beat in the egg yolk, vanilla, and lemon juice. Beat for another 3 minutes. Plop a Tablespoon of filling onto the center of each danish. Then add a spoonful of the blueberry syrup/fruit mixture.
In another small bowl, whisk together the egg and water. Brush each pastry with the egg wash and bake for 25 minutes or until a light golden brown. Remove from the oven and cool completely.
In a small bowl, stir together the lemon juice, powdered sugar, and vanilla. Once the pastries are cool, drizzle the glaze over the top of each pastry.