Preheat oven to 350°F. In a medium mixing bowl, beat together the cream cheese, sugar, and vanilla until smooth. Set aside. Remove the rolls of crescent dough (do not unroll). Using a serrated knife, cut each log into 8 evenly sized rounds, for a total of 16 pieces.
Arrange the dough rounds on a parchment-lined 13" × 18" sheet pan in the shape of a Christmas tree, starting with one piece at the top and adding more as you work your way down. Reserve one round for the tree trunk at the bottom. Using your thumb, a tart tamper, or the back of a spoon, gently press an indentation into the center of each round to create a well for the filling.
Spoon a small amount of the cream cheese mixture into each indentation. Top each round with about 1 tablespoon of cherry pie filling. Bake for 20–25 minutes, or until the dough is golden brown. Remove from the oven and let cool slightly before serving.
To finish, transfer the danish to a serving platter or board. In a small bowl, whisk together the powdered sugar and milk until smooth. Drizzle the glaze over the warm danish, dust with additional powdered sugar if desired, and serve right away.
Notes
Use leftover pie filling to serve on top of pancakes or waffles.