PREPARE the Puff Pastry dough
1-PREHEAT oven to 400 degrees F: PREHEAT oven to 400 degrees F. Line two baking sheets with parchment paper or a silicone baking mat.
2-ROLL each thawed Puff Pastry sheet into: ROLL each thawed Puff Pastry sheet into two 9×12 rectangles. Cut each sheet once lengthwise and twice in width so that each sheet has 6 rectangles.

PREPARE the fillings
3-MIX pumpkin puree, sugar, vanilla, spices, and: MIX pumpkin puree, sugar, vanilla, spices, and egg in a small bowl. Set aside.
4-In the bowl of your mixer COMBINE: In the bowl of your mixer COMBINE cream cheese, vanilla, and sugar until smooth. Set aside.

ASSEMBLE the Pastries
5-PLACE 6 Puff Pastry rectangles on each: PLACE 6 Puff Pastry rectangles on each baking sheet. Prick all over with a fork (4-5 times per rectangle).
6-DROP a spoonful of cream cheese filling: DROP a spoonful of cream cheese filling into each Puff Pastry rectangle. Add a spoonful of pumpkin filling on top. SWIRL with a toothpick.
7-WHISK egg and water together: WHISK egg and water together. BRUSH the egg wash onto the edges of each Danish.
8-BAKE for 20 minutes until golden brown: BAKE for 20 minutes until golden brown.
9-DRIZZLE with powdered sugar glaze: DRIZZLE with powdered sugar glaze; optional.