In a medium saucepan over medium heat, combine the fresh cranberries, 1/4 cup of sugar, the zest of the orange, the juice of the orange, and the cornstarch. Stir the mixture continuously as it heats until it starts to bubble and thicken. Remove from heat and allow to cool for about 10 minutes while you prepare the pastry.
On a clean, lightly floured surface, gently roll out the thawed puff pastry with a rolling pin to smooth out any creases. Using a sharp knife or pizza cutter, cut the pastry into four equal squares, approximately 5x5 inches each.
In a medium mixing bowl, combine the softened cream cheese, the remaining 1/4 cup of sugar, vanilla extract, and ground cinnamon. Mix together until the mixture is smooth and well combined.
Preheat your oven to 400°F (200°C). Take one square of puff pastry and place a generous tablespoon of the cream cheese mixture in the center, making sure to leave a small border around the edges. Spoon some of the cooled cranberry filling on top of the cream cheese layer. Repeat this step for the remaining pastry squares.
To create a pinwheel effect, gently fold each corner of the pastry square towards the center where the fillings are, pinching the corners together lightly to seal. Place each folded Danish onto a parchment-lined baking sheet, leaving space between them for expansion.
In a small bowl, beat the egg until combined. Using a pastry brush, lightly brush the top of each Danish with the egg wash to give them a beautiful golden finish when baked.
Place the baking sheet in the preheated oven and bake for 20-25 minutes, or until the pastries are puffed up and golden brown. Keep an eye on them towards the end to prevent over-browning.
Once baked, remove the Danishes from the oven and allow them to cool on the baking sheet for about 5 minutes. Just before serving, dust the tops with powdered sugar for an elegant touch.
Notes
Serve warm and garnish with fresh orange slices or mint.