Preheat your oven to 400°F (200°C).
Prepare the filling by mixing cream cheese, sugar, vanilla extract, and diced mango in a bowl.
Roll out the puff pastry on a lightly floured surface to thin it slightly.
Cut the pastry into squares or rectangles, about 4 inches wide.
Spoon the mango filling onto the center of each pastry square.
Fold the corners of the pastry squares to the center to create a packet.
Brush the tops with the egg wash for a golden finish.
Bake in the preheated oven for 15-20 minutes until golden brown.
Let cool slightly before dusting with powdered sugar.
Serve warm and enjoy your delicious Mango Danish.