In a large mixing bowl, whisk together all-purpose flour, granulated sugar, and salt until well combined. Cut in cold, cubed unsalted butter until the mixture resembles coarse crumbs. Gradually mix in 1/4 cup of cold water until a dough forms. Shape the dough into a disk, wrap in plastic, and refrigerate for at least 1 hour to firm up.

While the dough chills, prepare the creamy filling. In a medium bowl, beat the softened cream cheese, sifted powdered sugar, and vanilla extract together until smooth. Optionally, mix in fruit preserves or fresh berries.

Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.

On a lightly floured surface, roll out the chilled dough to about 1/4 inch thickness. Cut the dough into 4x4 inch squares and transfer to the prepared baking sheet.

Place a tablespoon of the cream cheese filling in the center of each square, fold the corners towards the center, and pinch them together to seal tightly. Arrange on the baking sheet with space between them.

In a small bowl, whisk together the egg and milk to create your egg wash. Brush the mixture over the tops of each Danish.

Bake in the preheated oven for 15-20 minutes until puffed and golden brown. Allow to cool slightly before transferring to a wire rack.