In a large mixing bowl, whisk together the all-purpose flour, granulated sugar, and salt until well combined. Cut in the cold unsalted butter until the mixture resembles coarse crumbs. Gradually mix in cold water, a tablespoon at a time, until the dough just comes together. Shape into a disk, wrap in plastic, and refrigerate for at least an hour.

In a mixing bowl, beat the softened cream cheese, powdered sugar, and vanilla extract until smooth and creamy. Fold in fruit preserves or fresh berries if desired. Set aside.

Preheat your oven to 400°F (200°C). Roll out the chilled dough into a rectangle about 1/4 inch thick. Cut the dough into 4x4 inch squares.

Take one square of dough, place a spoonful of cream cheese filling in the center, and fold the corners into the center. Pinch to seal. Repeat with remaining squares.

Brush the tops of each Danish with the egg and milk wash. Place on a parchment-lined baking sheet. Bake for 15-20 minutes until golden brown. Allow to cool slightly before serving.