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Step 1
Preheat the oven to 400 degrees.
Step 2
Once you puff pastry is thawed, sprinkle your counter with some flour and roll out to a 12″x16″ rectangle roughly. It will be the same shape and dimensions as the original size but just larger.
Step 3
The sheet comes folded in thirds. as you roll it out, you will be able to still see those fold lines. Keep these fold lines long ways (16″) and use them as a guide to making out braid slices. Move the puff pastry to a baking sheet lined with parchment paper or a Silpat mat.
Step 4
Using a sharp knife, cut a strip out a 1/2″ wide and all the way into the fold line (see pictures and video below). You will get about 15 strips all the way down. Repeat on the other side.
Step 5
To a large bowl, add the cream cheese, and mix with a hand mixer until smooth and creamy (making sure to get all the lumps out).
Step 6
Add in the sugar, egg, vanilla, and salt. Mix until blended and creamy. Add in lemon zest and juice and mix with a rubber spatula.
Step 7
Spoon out the cream cheese filling down the middle on the puff pastry.
Step 8
To begin the braid, start at the top of the puff pastry and take one strip from the right side and pull it over to the left at a slight angle. Take the top strip from the left side and wrap it over to the right, overlapping the first slightly. Repeat all the way down the pastry forming an overlapping braid. (see video)
Step 9
Beat an egg in a bowl. Using a pastry brush, brush the egg wash over the braided puff pastry, and sprinkle over the turbinado sugar. Place in the oven for 18-20 minutes or until golden brown on top and the bottom is cooked fully.
Step 10
When finished, remove from the oven and cool for 10 minutes until drizzling with icing and serving.
Step 11
In a bowl add in the lemon juice and powdered sugar. Whisk until smooth and combined. To adjust thickness, add in more lemon juice to be runnier, or more sugar to be thicker. Drizzle over danish once cooled. You can also use heavy cream in place of lemon juice if you prefer.