Zest a blood orange, then add the zest, juice, sugar, salt, and egg to a saucpan.
Set the saucepan over medium heat and constantly whisk until the mixture thickens and reaches at least 170°F / 76°C. (This took ~5 minutes for me)
Remove the curd from the heat and pass it through a fine mesh sieve to remove the zest.
Immediately add in the butter and whisk until the butter has melted and the mixture is smooth.
Place the curd in the freezer to set while assembling the danishes.
Cheesecake Filling
In a small mixing bowl, beat the cream cheese for ~1 minute to remove lumps.
Add in the vanilla, sugar, and egg yolk, and mix until combined and smooth.
Egg Wash
Whisk together the egg white and milk in a small bowl, then set aside.
Blood Orange Danish Assembly
Preheat the oven to 400°F / 205°C. Line a baking sheet with parchment paper.
Unfold the slightly thawed puff pastry and slightly roll it out.
Use a sharp knife to cut the sheet into 6 rectangles, then score another rectangle inside the pastry ~1/2" from the edges. Evenly space out the pastries on the lined baking sheet.
Evenly distribute the cheesecake filling inside of the rectangle of each danish, then top with ~1 ½ tbsp. of curd.
Brush the edges of each pastry with the egg wash, then bake for ~20 minutes or until the edges of the pastry are golden brown.
Garnish with powdered sugar & dried blood oranges if desired. Serve and enjoy!