If your puff pastry is frozen, let it sit at room temperature until it’s soft enough to handle, about 40 minutes. If it’s defrosted, unwrap it and let it sit for about 5 minutes.
Preheat oven to 400°F. Line a baking sheet with parchment paper or a silpat baking mat.
Mix cream cheese, egg yolk, vanilla, and sugar in a medium sized bowl using a hand mixer. Mix until mostly smooth (some lumps may remain).
Cut your pastry sheet into 6 equal rectangles. Place about 1-1 1/2 tablespoons of cream cheese mixture in the center of each rectangle. Top with a piece of chocolate (about 1/4 ounce or 1 tablespoon chocolate chips). Roll up each rectangle, pinching the seams. Brush with a little of the reserved egg white with the tip of your finger.
Place equally spaced on prepared cookie sheet. Bake for 15-16 minutes until golden brown. Cool at least 10 minutes before eating.
To make topping (optional) melt the 1/3 cup chocolate chips and oil in a microwave safe bowl in 30 second increments, stirring between each. Place chocolate in a ziploc bag, cut off one tip, and drizzle over the top of each danish.
Best served the day they are made. Store in an airtight container.