Place the flour, sugar, salt and powdered milk in a large bowl. Crumble in the yeast, making sure it doesn't touch the salt.
Add the egg and the water and knead with your hands until the dough is firm, it will be quite dense at this point.
Add the softened butter and knead until it is fully mixed in.
Knead the dough until it is smooth and elastic.
Shape it into a ball, cover with cling film and place in the fridge for at least 2 hours.
Ten minutes before your pastry is ready to come out of the fridge, place your remaining block of butter in the freezer.
On a floured surface roll out the dough to a rectangle that is 6mm thick.
Place the butter between two pieces of greaseproof paper and roll it out into a rectangle half the size of the dough.
Arrange the dough so a short edge is facing you and place the butter on the bottom half of the dough. Press the edges of the butter into the dough with your fingers. Fold down the top half of the dough to completely enclose the butter.
Turn the dough 90 degrees clockwise.
Roll out the dough lengthwise until it is 7mm thick.
Fold up the bottom third of the dough, fold the top part of the dough down so it touches the edge of the dough.
Then fold the dough in half, encasing the edges so that they are on the inside of the fold.
You should now have four layers of dough, if you look at the side.
Cover in cling film and place in the fridge for 1 hour.
Take the dough out of the fridge, roll it out to a rectangle about 7mm thick.
Fold the bottom third up and the top third down to cover the bottom third, like a letter.
Cover with cling film and chill for 1 hour.
**NOW MAKE THE PASTRY CREAM**
Split the vanilla bean lengthways and scrape out the seeds.
Combine the milk, butter, vanilla bean and seeds in a saucepan and bring to a boil.
Whisk the egg yolks with the sugar in a bowl until the sugar is mixed in and the mixture is quite pale. Then add the corn flour and flour.
Strain the hot milk into the egg mixture, whisking constantly.
Return the mixture to the saucepan and stir until the cream thickens.
Remove the pan from the heat and scrape the pastry cream into a shallow bowl. Place a piece of clingfilm on the surface of the pastry cream to stop it forming a skin, then chill it completely.
**BACK TO THE DANISH PASTRY**
Halve the dough and put one batch back in the fridge.
On a floured surface roll out the dough into a rectangle that is 4mm thick.
Whisk the chilled pastry cream to combine it and spread half the cream evenly over the dough. Leave a 1.5cm border on one of the long sides of the pastry.
Sprinkle half the raisins and half chopped walnuts over the pastry cream and press them in gently.
Lightly brush the pastry border with water.
Fold over the long edge that is opposite to the bare edge and roll the pastry up tightly working towards the border. Press along the border to seal the dough.
Wrap in clingfilm, transfer to a baking tray and place in the freezer for 30mins.
Repeat these steps with the second batch of dough and the remaining pastry cream, fruit and nuts.
Line 4 trays with greaseproof paper if cooking both batches of danishes, (or line 2 trays and cut up one of the danish rolls as explained in the steps below and place in the freezer. These will keep for 3 months in the freezer and you just need to defrost it overnight on a baking tray in the fridge and then proceed with the next few steps).
Using a bread knife cut the roll into slices 2cm thick.
Transfer the sliced rolls to the baking sheet, placing them well apart.
Cover loosely with clingfilm and allow them to rise in a warm place until doubled in size (about 2 hours).
Preheat the oven to 180 degrees.
Lightly beat the remaining egg.
If the pastries unfurl as they rise, tuck the edges under, brush the pastries with the egg glaze and bake for 15 mins or until golden brown.
Mix the icing sugar and water together, you should have a thin syrup. When the pastries are done, remove them from the oven and brush immediately with the syrup to glaze the pastries, leave them to cool before eating.