In a mixing bowl, combine the flour, sugar, and salt. In another bowl, stir the warm milk with the active dry yeast until it foams, about 5-10 minutes. Pour the yeast mixture into the dry ingredients and mix until a dough forms. Knead on a floured surface until smooth, then shape into a ball. Cover with a damp cloth and chill in the refrigerator for 30 minutes.

While the dough is chilling, prepare your butter block. Place cold butter between two sheets of parchment paper and use a rolling pin to flatten it into an 8-inch square. Return the butter block to the refrigerator to chill.

Roll the dough into a 16-inch square on a lightly floured surface. Place the chilled butter block in the center, folding the corners of the dough over the butter to seal it in. Roll into an 8x24-inch rectangle, then fold into thirds. Wrap in plastic wrap and chill for 30 minutes.

Remove the dough and roll out again into the 8x24-inch rectangle. Fold into thirds again, cover, and chill for another 30 minutes. Repeat this rolling and folding process one more time.

Roll the laminated dough to 1/4-inch thick. Cut into 4-inch squares, placing a spoonful of cream cheese filling in the center of each. Fold corners towards the center or shape as desired.

Arrange shaped danishes on a parchment-lined baking sheet and allow to rise for about 1 hour in a warm place. Preheat oven to 390°F (200°C). Brush tops with egg wash or milk. Bake for 15-20 minutes until golden brown.

Allow baked danishes to cool completely. Whisk together powdered sugar, a splash of milk, lemon juice, and vanilla for glaze. Drizzle over danishes before serving.