Step 1: Prepare the Puff Pastry

1. Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
2. Unfold the thawed puff pastry sheets on a lightly floured surface. Roll them out slightly to even the edges and make them a bit thinner.
3. Cut each sheet into 4 equal squares, giving you 8 squares in total.

Step 2: Make the Cream Cheese Filling

1. In a medium mixing bowl, beat the softened cream cheese, sugar, vanilla extract, lemon juice, and lemon zest (if using) until smooth and creamy. Use an electric hand mixer for best results.
2. Taste the filling and adjust sweetness or flavorings as desired.

Step 3: Assemble the Danishes

1. Place the puff pastry squares onto the prepared baking sheet, spacing them about 2 inches apart.
2. Spoon 1-2 tablespoons of the cream cheese filling into the center of each square. Spread it slightly, leaving about ½-inch border around the edges.
3. If adding fruit preserves, place about 1 teaspoon on top of the cream cheese filling. Gently swirl or spread it into the cheese mixture.
4. Fold each corner of the puff pastry square toward the center, pressing lightly to secure. Alternatively, leave the pastry flat for a more rustic look.

Step 4: Apply the Egg Wash

1. In a small bowl, whisk together the egg and milk.
2. Brush the egg wash over the edges of the puff pastry to give it a golden, shiny finish when baked.

Step 5: Bake the Danishes

1. Bake the Danishes in the preheated oven for 18-20 minutes, or until the pastry is puffed and golden brown.
2. Remove from the oven and let the pastries cool on the baking sheet for 5 minutes before transferring them to a wire rack.

Step 6: Add the Finishing Touches

1. If desired, dust the cooled Danishes with powdered sugar or drizzle with a simple glaze (see below for glaze instructions).
2. Serve warm or at room temperature.