In a large bowl, combine flour and softened butter.

Rub the butter into the flour until it resembles coarse crumbs.

Stir in milk powder, sugar, salt, and instant yeast.

In a separate bowl, whisk together eggs and cold water.

Add the egg mixture to the flour mixture and stir until a sticky dough ball forms.

Roll the dough into a large rectangle (approximately 16x28 inches).

Cut refrigerated shortening/butter into approximately 1/4 inch squares.

Lay the shortening/butter squares on top of the dough, covering 2/3 of the rectangle.

Fold the dough over in thirds.

Roll the dough out into a rectangle (approximately 16x28 inches) again.

Fold the dough over in thirds once more.

Chill the dough, covered, in the fridge for 15 minutes.

Repeat the rolling, folding, and chilling process a total of 3 times.

Cut the dough into 4 rectangles.

Cover 3 of the rectangles and place them in the fridge until ready to use.

Working with one quarter of the dough at a time, roll it into a 6x15 inch rectangle.

Ensure the rectangle is fairly uniform and even.

Cut the rectangle into 12 half-inch strips.

Use a ruler and pizza cutter to help with accuracy.

Shape the strips into pastries by twisting the dough and shaping it into circles, tucking the ends under.

Use your fingers to make an indent in the center of each pastry for filling.

Place the pastries on a cookie sheet lined with parchment paper.

Let the pastries rise for approximately 15 minutes, or until you see the dough starting to rise.

This rising step can be done while shaping the remaining portions of dough.

Brush the pastries with beaten egg (this helps to brown the dough).

Place your choice of filling on each Danish.

Bake at 400F for 14-16 minutes.

Repeat steps for the remaining 3 quarters of the dough.

Make a vanilla glaze by stirring together confectioners sugar, vanilla extract, and 2-4 tablespoons of milk or water until the desired consistency is reached.

Drizzle the vanilla glaze over the slightly cooled pastries.