Preheat the oven to 400 degrees F. Line 2 small baking sheets with parchment paper.
Gently unfold the sheets of puff pastry and cut each sheet into 6 rectangles.
Without piercing the dough all the way through: Use a butter knife to score about 1/4 to 1/2 inch inside the edge of each rectangle (like a frame; see photos above), without cutting through.
Whisk together the egg and water and brush just the outside edges of each rectangle.
Fill the center of each rectangle with apple pie filling, staying inside the score marks. It may be tempting to overfill, but keep it to about 2.5 level tablespoons of filling per danish. You may have some leftover filling.
Arrange on the baking sheets and bake for 12 to 14 minutes, until golden.
Mix the powdered sugar and milk, and optional vanilla extract. to make a glaze and drizzle over each danish.
Notes
Makes 12 danishes.Score, do not cut through the pastry dough; the border only puffs up if it stays attached.Keep the filling inside the score marks or the frames will not rise.Best fresh; re-crisp leftovers in a 350 oven or air fryer. Any kind of canned pie filling will work.
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