Preheat the oven to 375°F (190°C). Line a baking sheet with parchment paper.
Unroll crescent dough and separate into triangles. Place them on the prepared baking sheet.
Spoon 1 tablespoon of cherry pie filling onto the wide end of each triangle.
Roll up the triangles and tuck in the sides to prevent leaking. Curve slightly into a crescent shape.
Bake in the preheated oven until golden brown, about 12-14 minutes. Allow to cool slightly.
In a small bowl, mix softened cream cheese, powdered sugar, vanilla, and milk until smooth.
Drizzle the glaze over the warm danishes and serve.