Preheat your oven to 360 degrees F. Line a baking sheet with parchment paper and set it aside.
In a medium bowl, stir together the cream cheese, powdered sugar, vanilla, and lemon zest until smooth. Set aside.
Lay out the sheet of puff pastry on the prepared baking sheet. Cut the dough into 8 rectangular pieces.
Brush each piece of pastry with a thin layer of raspberry jam. (This help keeps the pastry from getting too soft from the cream cheese.) Spread 1 tablespoon of sweetened cream cheese over each pastry piece. Then divide the remaining jam evenly between the pieces and spread it out over the cream cheese.
Take opposite corners of one pastry piece and firmly pinch them together in the middle of the danish so they'll stay together while baking. Repeat with the remaining pastry.
Beat the egg in a small bowl. Brush the egg wash over the outsides of each danish.
Bake for 15-20 minutes o until golden brown and baked through.
Remove the danishes from the oven and let cool completely.
If you'd like to add some glaze on top of the danishes: Add the powdered sugar to a mixing bowl and 2 tablespoons of water. Add 1 teaspoon of water at a time, whisking as you go until the glaze reaches the desired consistency.
Drizzle the glaze over the cooled danishes and enjoy!
Nutritional information is for the danishes only and does not include the glaze.