Or perhaps this one? REC: Topfenkolatsche (Cheese Danish)
This one fits your Danish description better. It was also posted by Olga at the linked site.
Topfenkolatsche (Cheese Danish)
Pastry
1 package active dry yeast
1/2 cup warm milk ("blood warm", to be exact!)
1 3/4 cup bread flour
1/2 teaspoon salt
2 tablespoon sugar
1 egg
2 tablespoon butter, melted
1 egg white, lightly beaten
2 tablespoons ground or chopped almonds
Filling
2 tablespoon butter, soft
8 oz. cream cheese ('Topfen')
2 eggs, separated
1/2 cup sugar
grated zest of 1 lemon
1 tablespoon golden raisins
Pastry:
Proof yeast in warm milk.
Sift flour and salt together into large bowl.
Add sugar and stir in yeast mixture.
Beat in egg and butter and work into a dough using a wooden spoon; dough should be smooth and elastic and not stick to sides of bowl.
Cover bowl with a cloth and let rise in a warm place until double, about 1 1/2 hours.
Turn dough out onto floured surface, punch down, knead until smooth and elastic. Roll out into rectangle about 1/2" thick. Cut into 3" squares. Arrange squares on greased baking sheets about 1" apart.
Filling:
Combine butter, cheese, egg yolks, sugar, zest and beat (or process in machine) until smooth. Beat egg whites until stiff and fold into mixture. Stir in raisins.
Put 1 tablespoon filling into the center of each dough square and fold corners in toward center, pressing lightly to hold the filling in. Let rise in warm place for about 45 min. Preheat oven to 400 degrees. Brush buns with egg white and sprinkle with almonds. Bake for 30 min. or until well browned.
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