Thaw the puff pastry sheets according to the package directions.
Roll out both sheets of puff pastry.
Cut one sheet in half. Place the half sheet at the end of the full sheet and press the seam together with your fingers to form a large rectangle.
Cut off the top corners of the dough and make more diagonal cuts on each side.
Assemble the Danish:
Spread the cream cheese filling evenly in the center of the puff pastry rectangle.
Scatter the fresh blueberries over the cream cheese filling.
Fold the cut strips of dough over the filling at a 45-degree angle, alternating from each side, to create a braid-like pattern.
Brush with egg and bake:
In a small bowl, whisk together the egg and 2 teaspoons milk to make the egg wash.
Place the finished pastry on the prepared baking sheet.
Brush the top and sides of the pastry with the egg wash.
Bake for 25–28 minutes, or until the pastry is golden brown.
Make the glaze:
In a small bowl, combine the powdered sugar, ½–1 tablespoon milk, and ¼ teaspoon vanilla extract.
Stir mixture until smooth and creamy.
Finish and serve:
Once the pastry has cooled slightly, drizzle the glaze over the top.
Slice and serve.