Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.

In a small bowl, combine the sliced peaches, granulated sugar, lemon juice, and cornstarch. Stir gently until the peaches are coated and set aside.

Lightly roll out the thawed puff pastry on a floured surface, then cut it into 6 equal squares.

Use a knife to lightly score a border about 1/2 inch from the edge of each square.

Place pastry squares onto the prepared baking sheet and arrange the coated peach slices in the center of each square.

In a small bowl, whisk together the egg and 1 tablespoon milk. Brush this mixture over the pastry edges.

Bake for 15 to 18 minutes, or until the pastry is puffed and golden brown.

While the danishes cool, whisk together the powdered sugar, 2 to 3 tablespoons milk, and vanilla extract until smooth.

Drizzle the glaze over the cooled danishes and let it set before serving.