Preheat the oven to 350℉. Line a baking sheet with parchment paper and set aside.
In a medium bowl, cream together the cream cheese, sugar, sour cream and vanilla until smooth.
Cut the roll of crescent roll dough into 8 even slices. Place them cut side down on the prepared baking sheet. Stretch and flatten the rolls in the centre so that it is easy to fill with filling.
Divide the cream cheese mixture into the flattened rolls and bake in the preheated oven for 15 minutes, or until the edges are golden brown. Allow to cool on baking sheet for at least 10 minutes.
In a small bowl, mix together the powdered sugar and milk until smooth. Drizzle over the cooled danishes.