In a medium bowl, combine the softened cream cheese, powdered sugar, and vanilla extract. Use a hand mixer or whisk to blend until smooth, about 2-3 minutes. Adjust sweetness if needed.

In a small bowl, whisk together the beaten egg, cold water, and salt until well combined. Set aside.

On a lightly floured surface, roll out the puff pastry into a 10.5-inch square and cut into 9 equal squares, approximately 3.5 inches each.

Place a dollop of cream cheese filling in the center of each pastry square, add a few raspberries, and fold corners together to seal.

Arrange assembled pastries on a parchment-lined tray, cover with plastic wrap, and freeze for at least 30 minutes.

Preheat the oven to 400°F (200°C). Brush each Danish with egg wash and bake for 25-30 minutes until golden brown.

Allow pastries to cool slightly on a wire rack, dust with powdered sugar, and serve warm.