Heat oven to 400 degrees. Line sheet pan with parchment paper.

Place the cream cheese and sugar in bowl and cream them together with mixer until smooth. Add egg yolks, ricotta, vanilla, salt, and lemon zest and mix until just combined. Don’t whip.

Unfold 1 sheet of puff pastry onto a lightly floured surface and roll it slightly with a floured rolling pin until it’s a 10x10 inch square. Cut the sheet into quarters with a sharp knife. Place a heaping tablespoon of cheese filling into the middle of each of the 4 squares. Brush the border of each pastry with egg wash and fold 2 opposite corners to the center, brushing and overlapping the corners of each pastry so they firmly stick together. Brush the top of the pastries with egg wash. Place the pastries on the prepared sheet pan. Repeat with sheets of pastry and remaining cheese mixture.

Refrigerate the filled danish for 15 minutes, then bake the pastries for about 20 minutes, rotating the pan once during baking, until puffed and brown.