Preheat oven to 200°C (392°F). Line two baking trays with baking paper.
Place the thawed but still cold dough on a lightly floured surface. Cut into 8 x 10cm rectangles or according to the shapes you desire. Cut a border around 1cm thick from the edge, brush the bottom of each strip with water, and then replace them back on top of the edges of the rectangle, starting with the top and bottom, and finishing with the longer sides. Score the inner rectangle with a fork to prevent it from puffing up. Transfer rectangles (or other shaped Danishes) onto a baking paper-lined baking tray.
In a medium bowl, beat together cream cheese, sugar, lemon juice and zest, vanilla essence, until well-combined.
Place 2 tbsp of cream cheese mixture into the centre of your pastry dough. Top with 8 or so blueberries, a blob of lemon curd, and slithered almonds.
Beat together egg with a splash of milk. Brush the edges of each pastry with the egg glaze.
Bake in oven for around 20 minutes, or until golden brown and puffed up.
Dust with icing sugar, and enjoy!