Preheat oven to 400°F and line a baking sheet with parchment paper.
In a bowl, beat the cream cheese, sugar, and vanilla until creamy; set aside.
Remove the puff pastry sheet and gently roll it out, keeping it creased to approximately 10"x12". Cut into three strips. Then, cut each strip into four parts. You'll have twelve pieces per sheet.
With a sharp knife or pizza cutter, score the edges of each piece, about ½ inch from the edge, without cutting all the way through. Arrange the pieces on the baking sheet.
Divide the cream cheese evenly into the center of the Danish, keeping the edge clean.
Brush the edges with the egg wash. Bake at 400°F for 10-12 minutes or until the edges are golden brown.
In a saucepan, combine the berries (minus raspberries), lemon juice, sugar, cornstarch, and water.
Stir and allow the sauce to simmer on low heat until it thickens 3-4 minutes. Add the raspberries and stir. Set aside to cool.
Add the berry jam to the center of each puff pastry. Top with powdered sugar and enjoy!