Preheat oven to 375 degrees.  Cover a large baking sheet with parchment paper. 

Using a stand mixer or hand mixer, blend the cream cheese, sugar, lemon juice, egg yolk, and vanilla extract until smooth and creamy; set aside. 

Open the crescent roll dough and separate it into 8 rectangles of 2 triangles each. Using your fingers pinch the perforations closed. Using a pizza cutter, cut the dough into 1-inch by 8-inch (or the length of the dough) segments. Grab each end and twist in the opposite direction. Lay it in a spiral on a parchment-covered baking sheet. Repeat until all the dough is twisted and spiraled.  

Using your thumb, gently press down on the center of each one creating a little well. Scoop a heaping spoonful of the cream cheese mixture into the wells of the dough spirals.

Using a fork, lightly beat the egg and water together. Use a small pastry brush to lightly brush the exposed dough with egg wash. Don't let the egg wash puddle.

Bake for 15 minutes or until the dough is puffed up and browned. Let cool for 5 minutes before removing to cooling racks. 

Allow to fully cool. In a small bowl, combine the powdered sugar, cream, and vanilla until smooth. Use a fork or a piping bag to drizzle the icing over the pastries. Store the danish in the fridge.