Thaw the Puff Pastry: 

1. The night before, place the frozen puff pastry in the refrigerator to thaw.

Prepare the Cheese Filling: 

1. Preheat the oven to 400°F.
2. In a medium sized bowl, mix the Neufchâtel cheese and egg yolk until combined. 
3. Add the sugar, lemon juice, vanilla extract, and salt. Mix until combined.
4. Spoon the cheese mixture into a piping bag. 

Assemble the Danishes: 

1. Remove the thawed puff pastry from the refrigerator. Unfold the two sheets and cut each into four equal rectangles so you end up with a total of 8 dough rectangles.
2. Place each rectangle two inches apart on a baking sheet and pipe thick lines of the cheese mixture into the center of the pastry dough. Leave about an inch of the edge of the dough uncovered.
3. Smooth out the piped lines of the cheese mixture with an offset spatula.
4. Whisk the second whole egg and brush the mixture on the dough edges of each pastry.
5. Bake for 25 minutes or until the pastries have turned golden brown.