Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper and set it aside.
In a mixing bowl, beat the cream cheese and sugar together until smooth and creamy.
Add the egg yolk and vanilla extract, and continue mixing until well combined.
Unroll the crescent roll dough and separate the triangles. Place a heaping tablespoon of the cream cheese mixture onto the wide end of each triangle.
Carefully roll up the dough, starting from the wide end and ending at the narrow tip, to enclose the filling.
Arrange the crescent cheese danishes on the prepared baking sheet, spacing them apart.
Brush the tops of the danishes with the melted butter.
Bake for 12 to 15 minutes, or until the danishes are golden brown.
Remove from the oven and let cool for a few minutes before serving.