In a mixing bowl, combine the softened cream cheese, powdered sugar, cocoa powder, melted chocolate chips, and vanilla extract. Mix until smooth and well combined.

Set the filling aside to cool slightly.

Preheat the oven to 375°F (190°C).

Roll out the puff pastry on a lightly floured surface to smooth out any creases.

Cut the pastry into 4 equal squares.

Place a generous spoonful of the chocolate cream cheese filling in the center of each pastry square.

Fold the corners of the pastry over the filling to create a diamond shape, pinching the edges to seal.

Brush the tops with the beaten egg and sprinkle with granulated sugar.

Place the assembled danishes on a baking sheet lined with parchment paper.

Bake in the preheated oven for 20-25 minutes or until golden brown.

Remove from the oven and let cool slightly before serving.