In a medium bowl, beat the softened cream cheese and powdered sugar until smooth.
Add the heavy cream and vanilla extract until smooth. Set aside while you prepare the puff pastry circles.
Line a baking sheet pan with parchment paper.
Unfold the puff pastry sheet on a lightly floured surface.
Using a rolling pin, gently roll out the puff pastry to help remove the fold lines.
Using a 2 inch biscut cutter, cut out shapes from the sheet of puff pastry.
Now using a smaller pastry cutter, press it on top of the circle and make an indenture. You don't want to cut all the way through, just enough to help the puff pastry rise around the filling and create a little wall or edge so the filling doesn't escape while baking.
Place about 1 to 2 teaspoons of the filling inside the center of each puff pastry circle.
Place 1 teaspoon of the strawberry jam on top of the cream cheese mixture.
Brush the edges of the puff pastry with the egg mixed with water.
Bake in the preheated oven for 12 to 14 minutes.
Remove from the oven and allow the danish to cool for a minute before transferring to a cooling rack to cool completely.
Combine the ingredients for the glaze and drizzle on top before serving.
Notes
For this recipe, I used a 2 inch biscuit cutter for the large circle shape and a 1 ½ inch biscuit cutter for the inner circle.