2) Place the cream cheese and sugar in the bowl of an electric mixer fitted with a paddle attachment and cream on low speed until smooth. With the mixer still on low, add the egg yolks, Ricotta, vanilla, salt, and lemon zest and mix until just combined.
3) Unroll a sheet of puff pastry onto a lightly floured board, roll and shape it into a 25cm square and cut into quarters with a sharp knife.
4) Place a heaped tablespoon of cream cheese filling into the middle of each of the 4 squares. Brush the edges of each pastry with beaten egg and fold the 2 opposite corners to the centre, brushing and overlapping the corners of each pastry so they firmly stick together. Brush the top of the pastries with beaten egg.
5) Place the pastries on the prepared baking tray. Repeat with the second sheet of puff pastry and refrigerate the filled Danish for 15 minutes.
6) Bake the pastries for about 20 minutes, rotating the pan once during baking, until puffed and brown. Serve warm.