To make the filling, in a medium bowl using a handheld or stand mixer fitted with a paddle attachment, beat the cream cheese, sour cream, and egg yolk together on medium speed until smooth. Add the sugar, lemon juice, and vanilla. Beat until smooth. Let filling cool in the refrigerator while rolling out the danish dough.
Place two racks equal distance apart in the center of the oven and preheat oven to 375 degrees F. Roll out your dough to make a 12x6 inch rectangle. Use a light dusting of flour to help the dough along. Roll it out onto a lined baking sheet. (Lined with parchment paper or a silicone baking mat.) It is tough to transfer the braided dough from the counter to the baking sheet. Cut off two corners of the dough and then two small triangles at the other end. Spread 1/2 of the cream cheese filling and then top with 1/2 of the fruit spread down the length of the center of the strip. Cut slanting strips (3/4 inch - 1 inch each) along both sides. I used a pizza cutter. Fold the bottom end up to "seal" the filling in. Repeat with the second half of the dough and the rest of the filling.
Bake braids for 15 - 18 minutes or until the tops become lightly golden brown. Remove from oven and let cool.
To make the icing: Prepare the glaze by whisking all of the ingredients together. After 10 minutes of cooling, drizzle the braids with glaze and serve immediately.