To make the danish dough
Pour the warm milk into a small bowl and whisk in 1/2 teaspoon of sugar. Whisk in the yeast and set aside for 10 minutes, or until the mixture is activated and cloudy.
In the bowl of a stand mixer, whisk together the remaining sugar, egg, and cold milk. Whisk in the yeast mixture. In a separate bowl, whisk together the the flour and salt until well blended. Add the flour mixture into the egg mixture, attach the dough hook to the stand mixer,and mi of the lowest speed for 1-2 minutes, or until a very rough mass has formed. Dust a work surface with flour and turn the dough on to it. Knead the dough 3 to 5 times, to just bring it together. The dough will not be smooth or elastic but it will come together during the rolling and turning stages. Wrap the dough in cling wrap and refrigerate for 30 to 60 minutes.
To make the butter block, toss the butter in the flour and refrigerate for 20 minutes. Fit the paddle attachment to your stand mixer, and in a clean bowl, beat the floured butter on medium speed for 1 to 2 minutes, or until the butter is a smooth mass. You do not want to beat air into it, rather just make a it smooth and pliable. Scrape the butter on to a piece of cling wrap and refrigerate while you roll out the dough.
Lightly dust a work surface with flour. Set the refrigerated dough in the center and dust the top with flour. Roll the dough into a 20cm by 15 cm rectangle with the short side parallel to the edge of your surface. Brush any flour from the top and visually divide the dough into 3 sections. Spread the cold butter evenly over the top 2/3 of the dough, leaving a 1cm border around the edges.
Fold the empty bottom third up over the center. Then fold the top third down over center. Pinch the seams along the bottom and sides and then gently roll your rolling pin over the top a few times.
At this point, you can either refrigerate the dough for an hour, to re-frim the butter or, if you have worked fast enough, continue with the second turn.
Position the dough with the short side parallel to the edge of your work surface and the long fold on the left-hand-side. Dust the dough with flour and roll it into a 25cm by 15cm rectangle. Brush any remaining flour from the top.
Fold the two short edges into the center of the dough, leaving a 1/2 cm crevice between them. Line up the edges and square the corners. Now fold one side over the other, as if you were closing a book. Roll your pin lightly across the top of the dough a few times to seal it. Wrap the dough in plastic and refrigerate it for an hour.
Remove the dough from the refrigerator, dust it with flour, and roll it into a 25cm by 15cm rectangle. Brush any flour from the top and then visually divide the dough into 3, fold the bottom third up over the center and the upper third down over the top. Roll your pin across the top a few times. Refrigerate the dough for a minimum of two hours or up to 24 hours before proceeding with cutting and shaping it.
To make the cream cheese filling
Cut the cream cheese into 8-10 pieces and put it in the bowl of a stand mixer. Add the sugar and beat on medium until smooth. Scrape down the bowl, add the egg yolk, and beat until combined. Beat in the flour, orange zest, and vanilla. Transfer to the refrigerator until required.
To assemble the danishes
Dust your work surface with flour and place the dough in the center. Dust the top with flour, then roll the dough into a 40cm by 30cm rectangle. Using a ruler and a knife, mark the dough at 10cm intervals along all four sides. Cut the dough into 12 squares.
Place a tablespoon of cream cheese filling in the center of each square. Spread in an oval toward two of the diagonal corners. Place 3-5 blueberries on each side of the cream cheese filling.
Fold one of the empty corners over the filling. Moisten the top with a dab of water. Bring the opposite corner over the first and press to seal. Transfer the danishes to a lined baking trays.
Cover the trays loosely in cling wrap and place them in a cool room temperature spot until they have doubled in size, about 1 hour.
Preheat the oven to 200°C and position a rack in the center. Chill the trays of danishes in the freezer for 10 minutes. Bake the danishes, a tray at a time, for 14-16 nminutes. Turn the trays halfway through the baking process. Once cooked, transfer the danishes to a a cooling rack and cool to room temperature