Pour your warm milk into the bowl of a stand mixer with a paddle attachment and sprinkle with yeast. Give a light stir and leave alone for 5 minutes to allow the yeast to bloom, it will look frothy
Add in your sugar, egg, egg yolk, and vanilla extract and beat together
Swap your paddle attachment for a dough hook and sprinkle in your flour and salt. Mix on low speed for 8 minutes, to bring the dough together. As it forms more, turn up the speed one notch
Keeping your mixer on, drop in your room temperature butter one tablespoon at a time, waiting until incorporated before adding in the next tablespoon. Repeat until all the butter is added
Continue to knead on low speed for 8-10 minutes, until the dough slowly bounces back when you press it with your finger
Lightly grease a large bowl and transfer your dough to it, cover with a damp towel, and let rise in a warm spot for 60-90 minutes, until doubled in size
Transfer the risen dough to the counter, weigh, and cut into 8 equal pieces. Roll into balls and place on a parchment-lined baking sheet with a little space in between. Cover with your damp towel and let rise another 30-45 minutes while you prep your filling
Preheat your oven to 375°F
For your filling, beat together your cream cheese, Greek yogurt, milk, and vanilla until smooth. Sift in your powdered sugar and beat until incorporated
For your cinnamon crunch, add your flour, brown sugar, turbinado sugar, and cinnamon to a bowl and mix together. Pour in your melted butter and stir together until it resembles coarse sand
To assemble, keep half of your brioche balls on your parchment-lined baking sheet, removing half and placing them on a parchment-lined plate. Space your balls about 2-3 inches apart and use a small glass or measuring cup to press a deep indent into the center of each of your balls. You want to press almost to the bottom without cutting through. These babies will rise! You can also use your fingers to press in the center and form a rim, almost like a donut, without cutting through the bottom
Split half of your cream cheese filling evenly between the danishes, spooning into the center
Beat your remaining egg with a splash of water or milk and brush the edges of your dough with it. Then evenly sprinkle your cinnamon crunch around the edge of your dough, sticking it to your egg wash
Bake for 17-20 minutes, rotating the pan halfway, until golden brown and the filling in the center looks set. If you have a digital thermometer, insert it into one side of one of your danishes, and once it reads 185°F- 190°F, they’re done! Remove to a wire rack to cool slightly while you bake your remaining danishes
While your danishes are cooling, make your cinnamon sugar drizzle. To a pot, add your butter, brown sugar, and milk, whisking over low heat until your butter is melted and your sugar has dissolved. Remove from the heat and sift in your powdered sugar and cinnamon, whisking together until combined
Drizzle your cinnamon-sugar glaze over your warm danishes and enjoy immediately!