The dough can be made through step 1 the night before baking and left to rise in the refrigerator for up to 12 hours. The chilled dough will need about two hours in the baking dish to come to room temperature and double in bulk before baking.
Danish: Heat milk, sugar, butter, and salt in a saucepan over medium, stirring occasionally, just until butter is melted and sugar is dissolved; transfer to a large heatproof bowl. Let stand until warm to the touch (110 degrees), 2 to 3 minutes. Whisk in yeast, then eggs and vanilla. Add flour and stir until a sticky dough forms. Knead on a floured surface, dusting hands and surface with flour as needed, until smooth and elastic but still slightly tacky, 2 to 3 minutes. Form into a ball. Transfer to a large buttered bowl, turning to coat. Cover and let rise in a warm spot until doubled in bulk, about 1 hour.
Punch down dough. Press evenly into bottom of a buttered 9-by-13-inch baking dish. Press dough up edges of dish to make a 1/2-inch-high, 1/2-inch-wide border. Working lengthwise down center of dish, pinch up dough to create a 1/2-inch-high, 1/2-inch-wide wall, forming two separate channels of dough. Cover; let rise until doubled in bulk, about 45 minutes.
Filling: Meanwhile, beat cream cheese in a bowl on medium-high speed until smooth. Add sugar, beating until light and fluffy. Add flour, egg yolk, zest and juice, and salt, beating until combined.
Crumble topping: Combine flour, cornmeal, brown sugar, cinnamon, and salt in a bowl. Massage butter into flour mixture with your fingers until mixture clumps together and no dry flour remains. Press into bottom of bowl and refrigerate until firm, about 20 minutes.
Preheat oven to 350 degrees. Divide filling evenly between two channels of dough. Spread to edges with a spatula, then spread jam over cheese mixture. Brush border and center wall with egg white. Break topping into bite-size pieces; sprinkle over top. Bake until puffed and golden and topping is crisp, about 25 minutes. Let cool completely in baking dish on wire rack, about 1 hour.
Glaze: Whisk together sugar and lemon juice until smooth. Drizzle evenly over top of Danish. Let stand until glaze is set, about 10 minutes.