Gently unroll the thawed puff pastry sheet on a lightly floured surface or parchment paper. Cut the sheet into 6 equal rectangles (e.g., cut in half, then each half into thirds).

Spoon about 1-2 tablespoons of the chopped apple pie filling onto the center of each puff pastry rectangle.

Bring two opposite corners of each pastry rectangle towards the center over the filling and gently press to seal, creating an open square or a slightly cinched shape. Ensure the filling is mostly enclosed but still visible.

For Air Fryer: Preheat air fryer to 375°F (190°C). Arrange danishes in a single layer in the air fryer basket, ensuring not to overcrowd (you may need to cook in batches). Air fry for 10-14 minutes, or until golden brown and puffed. For Oven: Preheat oven to 400°F (200°C). Place danishes on a parchment-lined baking sheet. Bake for 15-20 minutes, or until golden brown and puffed.

While danishes are cooling slightly, whisk together the powdered sugar and 1 teaspoon of milk in a small bowl until smooth. Add more milk, a tiny bit at a time, if the glaze is too thick, or a pinch more powdered sugar if it's too thin, until you achieve a pourable consistency.

Drizzle the prepared glaze generously over the warm danishes. Serve immediately for the best texture and flavor.