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Step 1
Prepare the Cheese Filling: In a medium bowl using a handheld mixer, or a stand mixer fitted with a paddle attachment, beat the cream cheese and egg yolk together on medium speed until smooth, about 2-3 minutes. Add the sugar and extract. Beat until creamy and combined. Cover and set aside in the refrigerator.
Step 2
Prepare the Pecan Streusel Topping: In a medium bowl, combine the flour, oats, pecans, both sugars and cinnamon. Mix well. Using a pastry cutter or fork, cut the butter into the mixture until it resembles coarse crumbs. Place the topping in the refrigerator until ready to use.
Step 3
Roll out the Puff Pastry: Place the thawed puff pastry on a lightly flour a clean work surface. Roll the puff pastry out lengthwise by an extra 2-inches – the pastry should be about 9x11-inches.
Step 4
Preheat oven to 400 degrees F. Whisk together the large egg with the milk to make an egg wash. Set aside.
Step 5
Assemble Danish Braid – cut pastry: Transfer the rolled-out puff pastry to a large baking sheet lined with parchment paper. With a sharp paring knife or pizza cutter, cut 1-inch diagonal strips down both long sides of the pastry, leaving the center third on the pastry uncut. Using a sharp knife, make a cut to form a triangle on the bottom left side of the dough and remove the small triangle of dough. Repeat with the bottom right side. (See visual below or see detailed photos in the post.)
Step 6
Assemble Danish Braid – add fillings: Carefully spread half of the cheese filling in an even layer, about 2-3 inches wide, down the center of the puff pastry – leave a 1-inch border along the top and bottom of the dough. Spoon 1/3 cup of the jam on top of the cream cheese filling.
Step 7
Braid the Danish: Fold the top flap of puff pastry over the filling and gently pinch to seal. Use a pastry brush to gently brush the top flap with egg wash. Then, start folding the strips over the filling, alternating between and overlapping the left strip with the right strip. Every time you pull a strip of pastry over the other side, gently brush the outside of the strip with egg wash (this will help seal the strips together.) Before you cross over the last two strips, fold in the bottom flap over the filling and brush with egg wash, then cross the last two strips over top to enclose the Danish. Pinch the ends of the Danish to seal.
Step 8
Brush with egg wash: Use a pastry brush to gently brush any bare, exposed edges and sides of the Danish braid with egg wash.
Step 9
Top with Streusel: Generously sprinkle the streusel topping all over the danish. Gently press the streusel into the egg wash.
Step 10
Bake: Transfer the baking sheet to the oven. Bake, rotating pan halfway through baking, for 20-25 minutes or until the top is golden brown in color. (The pastry will puff up quite a bit during baking, but it will settle down as it cools.)
Step 11
While the danish is baking, prepare the glaze: In a medium bowl, whisk together the powdered sugar, cream, vanilla and salt. Add more cream, one tablespoon at a time, until desired consistency is achieved. (Tip: Don’t add too much cream or the glaze will be drippy and won’t set up properly!)
Step 12
Cool: Remove the danish from the oven and allow it to cool on the pan for 10 minutes. Pick the danish up by lifting the sides of the parchment paper and transfer the danish to a clean work surface or wire rack. Allow the danish to cool completely.
Step 13
Glaze & Serve: Once the danish is completely cooled, drizzle it all over with the glaze. Cut the danish into individual pieces. Serve and enjoy!