Sure, you could buy your pastries from the store, but we guarantee they'll never taste as good as homemade. Plus, when you make these from-scratch Danish pastries, you can dress them up with any fruit and cream cheese combo you like.
For the Almond-Cheese Filling:
To make the filling, in a medium bowl combine cream cheese, almond paste, sugar, and egg yolk. Beat with an electric mixer on medium speed until combined.
In a small bowl stir yeast into the warm water; let stand for 5 minutes. (Be sure to check the temperature of the water with an instant-read thermometer. If it is not hot enough, it will not activate the yeast; if it is too hot, it will kill the yeast. In either case, the dough will not rise.)
In a large mixing bowl beat the 1/4 cup butter, the granulated sugar, and the salt with an electric mixer on medium speed until creamy. Add 1/2 cup of the flour and the milk. Add the egg and egg yolk. Add softened yeast; beat until well mixed. Add the remaining 1-1/2 cups flour, stirring until smooth and dough comes together.
Cover bowl; let rise in a warm place until double in size (about 2 hours). Refrigerate dough for at least 4 hours or up to 6 hours or until completely chilled. (Or omit the 2-hour rising time and refrigerate dough for at least 12 hours or up to 24 hours.)
Preheat oven to 375 degrees F. Grease a baking sheet; set aside. Turn dough out onto a well-floured surface. Roll chilled dough into a 15x10-inch rectangle. To ensure the rectangle of dough has four good corners, start with a large enough work space and alternate rolling dough from the center to the edges and from the center to the corners, diagonally. You can also gently lift and pull corners to shape them.
Take your slices of butter straight from the fridge. Cold butter will help create pockets and layers within the dough (which is also chilled) when it is rolled. Evenly place nine of the butter slices on the dough rectangle—either in rows or in an offset pattern. Gently press butter slices into dough.
Fold one-third of the dough over crosswise to enclose some of the butter slices. It's OK if some of the butter slices overlap.
Fold the other side of the dough rectangle over top of the first fold to enclose all the butter slices. Give dough a quarter of a turn to the right.
Roll the folded dough out into another 15x10-inch rectangle, and repeat the process of placing butter and folding the dough into thirds. Now the cold butter slices are sandwiched between layers of dough. When these pockets of fat melt during baking, they will create steam that puffs the dough slightly to form the tender, flaky layers.
Before cutting the dough, use a ruler to measure where you're going to cut. Make a small cut in the dough at each 3-inch interval on all four sides.
Using the premarked cuts as a guide, cut the dough into twelve 3x3-inch squares. A pizza cutter makes quick work of this step, but you can also use a sharp chef's knife or other long knife. Just be sure to make straight-down cuts rather than dragging the knife through the dough.
On a greased baking sheet, fold each of the four corners of each pastry into the middle, pressing to hold in place. Using the rounded side of a floured tablespoon, press firmly in the center of each folded pastry to make an indentation. Cover; let rise in a warm place until double in size (45 to 55 minutes). If necessary, press indentations again.
Spoon about 1 tablespoon of the Almond-Cheese Filling into the center of each pastry. Bake pastries for 10 to 12 minutes or until golden brown at 375 degrees F. Transfer pastries to wire racks.
Brush pastries with the 1 tablespoon melted butter. Spoon or drizzle about 2 teaspoons of the melted preserves over cheese center of each pastry. Cool for at least 30 minutes. Before serving, drizzle pastries with Powdered Sugar Icing if desired.