Preheat the oven to 375°F.

In a large bowl, combine the flour, sugar, and salt.

In a separate bowl, dissolve the yeast in warm milk and let it sit for about 5 minutes until frothy.

Add the melted butter, egg, and vanilla extract to the yeast mixture, then pour it into the dry ingredients. Mix until a dough forms.

Knead the dough on a floured surface for about 5 minutes until smooth.

Place the dough in a greased bowl, cover it with a kitchen towel, and let it rise in a warm place for about 1 hour or until doubled in size.

While the dough is rising, prepare the filling by mixing the softened cream cheese, powdered sugar, and vanilla extract in a bowl until smooth. Set aside.

Once the dough has risen, punch it down and roll it out into a rectangle about 1/4 inch thick.

Cut the dough into squares (about 4x4 inches).

Place a tablespoon of the cream cheese mixture in the center of each square, followed by a tablespoon of cherry pie filling.

Fold the corners of the dough over the filling to create a pocket and pinch to seal.

Place the filled danishes on a baking sheet lined with parchment paper.

Bake for 15-20 minutes or until golden brown.

While the danishes are baking, prepare the glaze by mixing powdered sugar with milk until smooth.

Once the danishes are done, let them cool slightly before drizzling with glaze. Serve warm or at room temperature.