Preheat your oven to 360 degrees F. Line two baking sheets with parchment paper and set them aside. (If your baking sheet is big enough, you may be able to fit both danishes on one sheet.)
In a medium bowl, mix together the cream cheese, Greek yogurt, powdered sugar, vanilla, and lemon zest until smooth. Set aside.
Open the cans of crescent roll dough. Set aside 1 rectangle (2 connected triangles) from each can to make the candy cane stripes.
Layout the remaining dough on the prepared baking sheets and form two candy cane shapes, one on each pan. Press the seams in the dough together so the danish doesn't fall apart later. Cut the reserved dough into 8 strips each for a total of 16 pieces.
Divide the cream cheese mixture between the two candy canes and spread it evenly over the dough. Repeat with the cherry pie filling, spreading it over the cream cheese.
Twist the dough strips to elongate them and add make them pretty. Arrange 8 strips over each danish to make the stripes in the candy cane.
Bake for 12 to 15 minutes or until golden brown and baked through.
Remove the danishes from the oven and let cool completely on a wire rack. Once cooled, decorate or drizzle with glaze if desired.
Glaze
In a medium bowl, whisk together the powdered sugar and lemon juice. Whisk in 1 teaspoon of water at a time until your desired consistency is reached. (see note)
Spread the glaze over the dough stripes before cutting each danish into 8 slices. Drizzle more glaze over each slice if desired.
Notes
I like the glaze a little thicker so it has a whiter color and sticks to the candy cane stripes and doesn't run all over the danish. You can thin out the glaze with water or lemon juice, but mixing them gives a more controlled zing than lemon juice alone.
This danish will keep in the fridge for up to 2 days but tastes best the same day. Freezing is not recommended as they will get mushy.