Preheat oven to 400ºF. Line a baking sheet with parchment paper.
On a lightly floured surface roll out the puff pastry into a 12 x 9” rectangle. Cut in half along the 12”, then cut the 2 4-4/12 x 12” strips into 3. This should leave you with 6 pieces that are 4 x 4-1/2”.
With a knife score a ½” border around the edge of each pastry piece. Use a fork and prick 5-6 times within the centre area to prevent it from rising.
In a bowl mix cheese, sugar, lemon zest, lemon juice, thyme, and vanilla until smooth. Spread 1/6th of mixture into centre area of each pastry square. Add 1/6th of blueberries on top. Pressing into cheese mixture lightly.
In a small dish whisk egg and water. Using a pastry brush, brush the ½” border edging around each pastry square.
Bake for 18-20 minutes until golden brown. Remove to cooling rack.
When danish are cooled, serve simply dusted with powdered sugar or drizzle with Lemon Glaze and serve.