Whisk the egg, sugar, milk, heavy cream, vanilla extract, cornstarch, and cream cheese until you have a smooth and uniform mixture and there are no lumps

Then, strain the mixture twice. Set aside

Preheat the oven at 356°F (180°C)

Cut the Danish pastry dough into several circular shapes with a diameter of about 1 cm larger than the size of the mold's rounds. 

Once cut, place them in the mold and gently press them down a bit. 

Then, fill with a custard mixture, filling about 3/4 of the height of the mold.

Bake at a temperature of 180°C for approximately 20 minutes.