Mix the cream cheese, sugar, and vanilla extract until you have a smooth mixture. Roll out the puff pastry and spread a large strip of the cream cheese filling down the middle of it.
Fold sugar and cornstarch into the washed blueberries. Now spoon them on top of the cream cheese filling.
Cut 12 equally-sized strips on both sides of the pastry. Make sure that you cut deep enough into the pastry on both sides. Alternately lay the strips over the filling in a diagonal pattern. That's how the braiding is done.
Brush egg on top of the Danish roll before covering it with brown sugar and sliced almonds. The pastry is baked at 375°F for 35 minutes. Add icing for the finishing touch before serving.