Line 2 baking sheets with parchment paper.

On a lightly floured surface, roll Yeasted Rough Puff Pastry into a 15x10½-inch rectangle (about ¼ inch thick). Cut pastry in half lengthwise, creating 2 (15x5¼-inch) rectangles. Place 1 rectangle on each prepared pan.

Using the back of a sharp knife or bench scraper, carefully score a border 1 inch from edges of 1 rectangle. Repeat with remaining rectangle. Refrigerate for 15 minutes or until ready to use.

In a medium bowl, fold together cream cheese and granulated sugar until smooth. Fold in egg yolk and vanilla until combined.

Spread half of cream cheese mixture (¾ cup or 171 grams) within scored area on each rectangle. Cover pastries with greased plastic wrap, and let rise in a warm, draft-free place (75°F/24°C) until puffed, about 1 hour.

Preheat oven to 400°F (200°C).

Gently spread half of Cranberry Compote (¾ cup or 257 grams) onto cream cheese mixture on each pastry.

In a small bowl, whisk together egg and 1 tablespoon (15 grams) water. Using a pastry brush, lightly brush egg wash onto pastry border.

Bake, one pan at a time, until golden brown and puffed, 15 to 20 minutes. Let cool on pans on wire racks for 10 minutes.

In a small bowl, whisk together confectioners’ sugar and orange juice; drizzle onto Danish. Let stand for 10 minutes; serve warm.