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Step 1
Divide the refrigerator-thawed puff pastry sheet into 4 sheets. Refrigerate remaining sheets to keep chilled or if freezing for later use, wrap in parchment paper and cover airtight. Preheat oven to 375°F and line a baking sheet with parchment paper. Set aside.
Step 2
On a well-floured surface, roll out the sheet into an 8.5” x 7.5” rectangle and about 1/16” thick using a rolling pin. If any sticking occurs, sprinkle with additional flour. Using a knife or pastry wheel, make about 10 cuts on both sides angled down, leaving a 3” wide space for spreading the filling. The top cut will create a removable triangle to be discarded or used as a decoration.
Step 3
Spread a thin, even layer of the fig jam, or another jam of choice, down the middle, about 2 tablespoons per braid. Sprinkle lightly with the cheese, about 2 packed tablespoons per braid. Add a couple of torn strips of prosciutto, if desired. With a little water in a nearby bowl or ramekin, fold over one stip first. Dab the end of the strip with water to act as glue. Then fold over the top strip from the opposite side. Again, dab the end of the strip with water. Fold over again, repeating and alternating sides. The final triangle strip can be braided and folded underneath to help keep the filling tucked inside, using a dab of water to help glue it underneath. Using a pastry bench or spatula, carefully transfer the braid to the prepared baking sheet. If making additional braids, place in the fridge to chill before baking while assembling the others.
Step 4
Meanwhile, whisk together the egg wash ingredients until evenly combined. Using a pastry brush or something similar, lightly and evenly brush the braid with the egg wash. Bake for 17-20 minutes or until golden and puffed. Serve warm or cooled. If serving cooled, make the optional glaze by whisking the powdered sugar and milk together until smooth. For a thicker glaze, whisk in more powdered sugar. For a thinner glaze, whisk in a little extra milk until smooth. Drizzle back and forth over braid. Allow glaze to harden before serving. Danishes can be made a day in advance and stored uncovered or lightly covered, but not airtight. Each braid yields about 3 servings.