Preheat the oven to 400 degrees F. Line a sheet pan with
parchment paper.
Place the cream cheese and sugar in the bowl of an
electric mixer fitted with a paddle attachment and cream them together until
smooth. With the mixer still on low, add the egg yolks, ricotta, vanilla, salt,
and lemon zest and mix until just combined.
Unfold 1 sheet of puff pastry onto a lightly floured
board and roll it slightly with a floured rolling pin until it's a 10 by 10-inch
square. Cut the sheet into quarters with a sharp knife. Place a heaping
tablespoon of cheese filling into the middle of each of the 4 squares. Brush the
border of each pastry with egg wash and fold 2 opposite corners to the center,
brushing and overlapping the corners of each pastry so they firmly stick
together. Brush the top of the pastries with egg wash. Place the pastries on the
prepared sheet pan. Repeat with the second sheet of puff pastry and refrigerate
the filled Danish for 15 minutes.
Bake the pastries for about 20 minutes, rotating the pan
once during baking, until puffed and brown. Serve warm. (My husband actually
likes them best at room temperature with a little powdered sugar glaze.)

