Combine rhubarb and sugar in a small saucepan (1-quart or so), stir together and cook over medium-low to low heat for 15 minutes, until the rhubarb softens to a pulpy jam, taking care that the sugar doesn’t burn. Cool and store in airtight container in the fridge until chilled—the compote being chilled helps it from melting too much when baked.
Mix cream cheese, powdered sugar, egg yolk, salt, and vanilla together until well combined. Store in fridge until chilled. As with the compote, the cream cheese bakes better in these when it’s still chilled.
Preheat oven to 400°. Line two baking sheets with parchment paper or silicone mats.
One sheet at a time, roll out the puff pastry into a 12” x 12” sheet. Cut in half, then each half into thirds (4” each) so from each sheet you have six 4” x 6” portions.
Spoon 1 ½ tablespoons of the cream cheese mix on the 4” end of each pastry piece, spreading it within about ¼” of the edges and ½” wide. Make a small horizontal well in the cheese, then spoon in 1 tablespoon of the rhubarb compote.
Now, roll the pastry: roll the end with the filling over so that the compote is facing toward, then roll again so it’s facing up inside the pastry. You should have about ½” overhang of pastry on the bottom. Move each one to the lined baking sheets as you finish them.
Beat the egg and water together to make an egg wash. Brush the seam between the roll and overhang with a little egg wash. Refrigerate the pastries for 10 minutes, then brush the surface of the pastries with egg wash, sprinkle with turbinado sugar and bake for 18 - 20 minutes.
Once they come out, let them rest on the trays for 5 minutes, then move to wire cooling wrack.
These are great served warm—just 5 – 10 minutes after moving to the cooling wrack—or at room temperature.
Spring rhubarb holds its shape better than the (limited) fall crop; if you’re using late-season ‘barb you may not need to cook it as long. Conversely, if you’ve got hothouse rhubarb (bright pink almost all the way through with pale, pale yellow leaves) you may need to cook it longer—say maybe 20 – 25 minutes—because it stays quite firm and holds its shape better when cooked.
Expect leftover rhubarb compote—serve with the Danishes or save for ice cream, yogurt, strawberry smoothies or milk shakes, etc. It freezes well, too.
These are best served the day they’re baked because they still have that freshly baked quality to them. That said, I enjoyed the leftovers for about 3 days for breakfast, reheating them quickly and gently in the microwave, and did so happily.
You can easily half the recipe if you don’t need 12 and don’t want leftovers.