Start by thawing the puff pastry according to the package directions—leave it out on the counter for about 2 hours or overnight in the fridge. Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper. Chop the semi-sweet baking chocolate into small pieces for easy melting.
In a mixing bowl, combine the softened cream cheese, powdered sugar, and vanilla extract. Blend these together until the mixture becomes light and fluffy—this should take about 2-3 minutes.
Unfold the thawed puff pastry and lay it flat. Spread the cream cheese mixture down the center of the pastry, ensuring you leave some space at the edges. Sprinkle the chopped chocolate (or chocolate chips) evenly over the filling.
Make diagonal cuts along either side of the pastry. This creates long strips that you can fold. Now, fold the edges inward, and alternate folding the strips over the filling, forming a beautiful braided pattern.
Whisk together the egg and cold water in a small bowl, then brush this egg wash over the top of your danish to ensure a beautiful, golden-brown finish when baked.
Place the danish in the preheated oven and bake for 25-30 minutes, or until the pastry is golden brown and flaky. Keep an eye on it, as oven temperatures can vary!
Allow the danish to cool slightly after baking. Meanwhile, melt the semi-sweet chocolate chips in the microwave, stirring every 20 seconds until smooth. Drizzle this luscious melted chocolate over the cooled danish for that extra touch of indulgence.