Preheat the oven to 200°C (400°F) and line a baking tray with parchment paper.
In a bowl, beat the cream cheese, icing sugar, and vanilla extract until smooth and creamy.
Unfold the puff pastry sheet and cut it into 4 equal squares.
Score a border about 1 cm from the edge of each square without cutting all the way through.
Spoon the cheesecake filling into the center of each pastry square, keeping it inside the border.
Arrange the sliced strawberries on top of the cream cheese mixture.
In a small bowl, whisk together the egg and water to make an egg wash.
Brush the pastry edges with the egg wash and lightly sprinkle with sugar.
Bake for 15–20 minutes, or until the pastry is puffed and golden brown.
Remove from the oven and allow the danishes to cool for 10 minutes.
To make the glaze, whisk together the icing sugar and milk until smooth.
Drizzle the glaze over the cooled danishes before serving.