Prepare the Puff Pastry:

1. Thaw the puff pastry sheets in the refrigerator or microwave according to package instructions. The pastry should be cold but pliable.
2. Lightly roll out each sheet to smooth out the dough.

2. Score and Shape the Dough:

1. Cut each puff pastry sheet into desired shapes, such as large rectangles or smaller squares, depending on the portion size.
2. Score the edges of the pastry, leaving a ½-inch border, to allow the sides to puff up during baking.

3. Make the Cream Cheese Filling:

1. In a small bowl, beat cream cheese, granulated sugar, vanilla extract, and egg yolk until smooth and creamy.

4. Assemble the Danishes:

1. Spread a generous layer of the cream cheese mixture in the center of each pastry piece, staying within the scored edges.
2. Add spoonfuls of apple pie filling on top of the cream cheese layer.

5. Seal and Brush:

1. If making a folded design, fold over the edges or create a lattice by cutting and overlapping strips of dough.
2. Brush the exposed pastry edges with beaten egg to create a golden finish.
3. Sprinkle with coarse sugar for added texture and sparkle.

6. Bake the Danishes:

1. Preheat your oven to 375°F (190°C).
2. Place the assembled Danishes on a parchment-lined baking sheet.
3. Bake for 25–30 minutes, or until the pastry is golden brown and puffed.

7. Prepare the Glaze:

1. While the pastries cool, whisk together melted butter, powdered sugar, heavy cream, and vanilla extract in a small bowl. Adjust the cream to reach your desired consistency.

8. Glaze and Serve:

1. Drizzle the glaze over the cooled Danishes using a spoon or piping bag.
2. Serve warm or at room temperature.