Preheat the oven to 400°F.
Unfold the thawed puff pastry onto parchment paper or a floured surface. Slice the puff pastry down the center lengthwise, and then cut each side into 3 slices, creating 6 separate pastries.
Transfer the pastries onto a baking sheet, spacing them evenly. Use a knife to gently score a smaller rectangle within each Danish, about 1⁄4 inch from the edge. Brush the edges with an egg wash.
In a medium bowl, beat together the cream cheese, lemon juice, lemon zest, sugar, vanilla, and egg yolk until smooth. Spoon the mixture into the center of each pastry, smoothing it to the inside edge of the border you created. Be careful not to go beyond that smaller rectangle, or your filling will ooze out!
Add a spoonful of blueberries on top of the cream, avoiding too much liquid. Bake for 20 minutes or until golden brown and baked through. Allow them to cool for 10-15 minutes before drizzling on the icing.