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

In a medium bowl, beat together the softened cream cheese, 1/2 cup of sugar, egg yolk, and vanilla extract until smooth and creamy. Set aside.

Carefully unfold the thawed puff pastry onto a lightly floured surface. Cut the sheet in half lengthwise to create two rectangles.

Divide the cream cheese mixture evenly between the two rectangles, spreading it over the surface of each piece, leaving a 1-inch border around the edges.

Spoon half of the cherry pie filling over the cream cheese layer on each rectangle. Gently score the outer border area (without cutting all the way through) to help steam escape during baking.

Brush the exposed pastry edges with the beaten egg wash. Bake for 18-22 minutes, or until the pastry is golden brown and puffed.

Let the danishes cool on the baking sheet for 5 minutes before carefully slicing them into individual squares or rectangles. Serve warm.