The dough for these Danish needs to rest for 6 hours or overnight, before you begin to work it. You will also want to prepare your desired filling before hand, for best results.
Dissolve yeast in warm water and a pinch of sugar.
In another bowl, cut butter into flour until pea sized butter lumps remain (see picture).
In a third bowl, mix the rest of the sugar with the milk, egg and salt. Add in the foaming yeast and water mixture and stir until combined.
Pour liquids into flour and stir until just combined and flour is wet. Lumps of butter should remain.
Cover the bowl and refrigerate for 8 hours to overnight. I refrigerated for 6 hours and the pastry came out fine, so there is some leeway with this rule, but make sure the dough is very cold.