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Make the Danish pastry:
In a large bowl proof the yeast with 1/4 cup warm water for 5 minutes, or until it is foamy, and stir in the sugar, the salt, the yolks, the vanilla, and the milk. Add 3 1/4 cups of the flour, stirring until the dough is combined well (it will be soft and slightly sticky), and chill the dough, covered, for 1 hour. On a cool surface (preferably marble) beat the butter with a rolling pin until it is smooth but still cold, add the remaining 1/2 cup flour, and blend the mixture quickly until it is smooth. Working quickly, form the butter mixture into a 6-inch square and chill it, wrapped in plastic wrap, for 15 to 30 minutes, or until it is firmer but still malleable. On a well-floured surface roll the dough into a 12-inch square, lay the butter diagonally in the center of the square, and fold the corners of the dough tightly over the butter like an envelope, enclosing the butter completely. Brush off any excess flour and pinch the edges of the dough together to seal them. With the rolling pin flatten the dough gently with uniform impressions and roll it from the center away from you to within 1/2 inch of the end. Turn the strip 180° and roll the dough again from the center away from you to within 1/2 inch of the end. Continue to roll the dough in this manner until it forms an 18-by 8-inch rectangle. (It is important not to roll over the ends in this first rolling to help the later formation of even layers of butter and dough.) Brush off any excess flour from the dough, fold the top quarter of the rectangle down to the center of the strip, and fold the bottom quarter of the rectangle up to the center, leaving about 1/2 inch between the 2 ends. Fold the top half of the dough over the bottom to close the dough like a book. Turn the dough 90° so a short side faces you, roll it again into an 18- by 8-inch rectangle, and fold it in the same manner. This completes 2 "turns." Chill the dough, wrapped in plastic wrap, for 1 hour. Make 2 more turns in the same manner, always beginning with a short side facing you and chilling the dough, wrapped in plastic wrap, for 1 hour between each turn. Chill the dough, wrapped in plastic wrap, for at least 4 hours or overnight.
Make the filling:
In a bowl beat together the cream cheese, the sugar, the yolk, the vanilla, the salt, the zests, and the flour until the mixture is smooth and chill the filling, covered, for at least 1 hour and up to 24 hours.
Roll half the dough into a 16- by 8-inch rectangle, trim the edges evenly, and cut the rectangle into eight 4-inch squares. Stretch 2 opposite corners of each square slightly to lengthen the dough and form flaps that will enclose the filling. Roll out, cut, and stretch the remaining dough in the same manner. Spoon 1 tablespoon of filling onto the center of each square of dough, sprinkle about 1 1/2 tablespoons of the blueberries over it, and brush the flaps with some of the egg wash. Fold 1 of the flaps across the berries, fold the other flap across the berries in the opposite direction, overlapping the first flap, and tuck the second flap under the Danish. Brush the Danish pastries with the egg wash, arrange them about 3 inches apart on lightly buttered baking sheets, and let them stand for 1 hour. Bake the Danish pastries in the middle of a preheated 350°F.
oven for 30 to 35 minutes, or until they are crisp and golden.
Make the glaze while the Danish pastries are baking:
In a bowl whisk together the confectioners' sugar, sifted, and enough of the lemon juice to make a thick but pourable glaze.
Transfer the Danish pastries to a rack and drizzle some of the glaze over each pastry. The Danish pastries may be cooled to room temperature, wrapped in plastic wrap and foil, and frozen for 1 month. Transfer the Danish pastries to a baking sheet and bake them in the middle of a preheated 400°F. oven for 5 minutes, or until they are heated through.
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