Can I make the rhubarb filling ahead of time?

Yes. Make it up to 3 days ahead and keep it in the fridge. Cold filling also makes assembly faster and helps the pastry bake up flaky.

Do I have to use an egg yolk in the cream cheese layer?

No. The yolk makes it a bit richer and helps it set, but you can skip it and just use a spoon of cream or sour cream to smooth the mixture.

Use cooled filling, keep the pastry cold before baking, and do not overload the centers. Also bake until truly golden, not pale.

You can, but they lose some crispness. Freeze unglazed, then reheat in the oven at 325 F until warm and re crisped, then glaze.

Add a little more sugar to the filling, a tablespoon at a time. Taste once it softens in the pan so you know what you are working with.

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Put the sliced rhubarb and sugar in a small saucepan over medium heat. Stir and let it start to get juicy, about 4 to 6 minutes.
Add lemon juice if using. Stir in cornstarch slurry and cook for 30 to 60 seconds until thickened. Pull off the heat and let cool.
In a bowl, mix softened cream cheese, egg yolk, vanilla, salt, and sugar until creamy. Adjust with milk or cream if too thick.
Cut each sheet of puff pastry into 4 squares and shape as desired (easy border or corner fold style).
Spoon cream cheese mixture into the center of each pastry followed by a spoonful of cooled rhubarb filling.
Brush the borders with egg wash or milk and sprinkle with sugar or almonds if desired.
Bake at 400°F for 16 to 20 minutes until golden and puffed. Let cool for 10 minutes before glazing.
Mix powdered sugar with a splash of milk or lemon juice for the glaze and drizzle over cooled danishes.

Serve fresh for the best texture. Store leftovers in the fridge for up to 3 days and reheat in the oven or air fryer.