Preheat oven to 425°. Line a baking sheet with parchment paper.
On a lightly floured surface, gently unfold dough, and cut into 9 squares. Place squares on prepared pan.
In a small bowl, beat cream cheese, vanilla bean seeds, sugar, cornstarch, egg yolk, and salt with a mixer at medium speed until creamy. Spoon 1 tablespoon cream cheese mixture into center of each square. Fold corners of each square to center, encasing mixture.
Bake for 10 minutes. Reduce oven temperature to 400°, bake until golden brown, about 10 minutes more. Let cool on a wire rack. Spoon preserves over each Danish.
Note: Scraped vanilla bean can be placed in a bowl of sugar for several days to render vanilla-flavored sugar to be used on other baked goods.