To make Pineapple Topping: Empty crushed pineapple into a small saucepan; add orange zest, honey and corn starch and mix well. Cook for 2-3 minutes, or until pineapple mixture is very thick. Remove from heat and cool completely. (Can be prepared up to 1 day ahead. Refrigerate until ready to use).
To make Cheesecake Filling: Beat all the filling ingredients to combine well.
To assemble: Tear the pastry squares along the perforations so that you have 4 rectangles (do NOT separate the rectangles into crescents) and place on baking pan or cookie pan lined with parchment paper or silpat. Cut each rectangle down the middle so you have 8 squares. Divide the cheesecake filling evenly amongst the squares, dolloping it into the centre of each square and flattening it somewhat lengthwise so that filling is stretched down the pastry square, and not just blobbed in the middle. Don't bring it too close to the edges as it may leak out while baking. Over the cheesecake filling, distribute the pineapple topping evenly. Bring opposite corners of pastry in, slightly overlapping one corner over the other, to create Danish. Brush pastries with reserved egg white.
Preheat oven to 375°F Bake pastries for 20-25 minutes or until golden brown. Watch carefully after the first 10 minutes, if the pastry appears to be getting too dark, loosely cover with aluminum foil and continue baking.
For Glaze: In a bowl, combine confectioner's sugar, vanilla and enough milk to achieve desired consistency. Drizzle over top of pastries.