Preheat to 400°F (200°C)
Lay out the thawed pastry sheets on a flat surface
Cut along the fold lines to create 3 strips per sheet, then cut each strip in half to make 12 rectangles
Arrange the rectangles on a large, ungreased baking sheet, leaving about 1 inch between them
Lightly score a ¾-inch border around each rectangle using a paring knife. Be careful not to cut all the way through
Poke the center area of each rectangle several times with a fork to prevent it from puffing up
Put the baking sheet in the freezer or fridge while you work on the filling
In a small bowl, mix the cream cheese, 2 tablespoons of sugar, and vanilla extract until smooth
Remove the baking sheet from the fridge or freezer and spoon the mixture evenly into the center of each pastry and spread it out within the scored border
Toss the blueberries with lemon juice and the remaining tablespoon of sugar. Distribute them over the cream cheese filling
Beat the egg with water in a small bowl
Brush the edges of the pastries with the egg wash for a golden, glossy finish
Bake in the preheated oven for 18 minutes or until the pastries are golden brown
In a small bowl, whisk together the powdered sugar and heavy cream. Adjust consistency by adding more cream (for a thinner drizzle) or powdered sugar (for a thicker drizzle)
Let the pastries cool on a wire rack for 10 minutes.
Drizzle the frosting over each Danish before serving