This recipe is adapted from The Great Scandinavian Baking Book.
I suggest making this over the course of two days. The dough can be made the first day and refrigerated overnight. The dough can be rolled, filled and baked on the second day.
The quick danish pastry dough can be used to make a variety of pastries including buns, braids, bear claws and kringles.
Add flour to the bowl of a food processor fitted with a steel blade. Cut butter into 1/4-inch slices and add to the flour. Process until the mixture until the butter is about the size of kidney beans. If you don't have a food processor you can cut the butter into the flour with a pastry blender or other cutting tool.
In a large bowl, dissolve the yeast in the warm water. Let stand 5 minutes. Stir in the cream or milk, salt, eggs and sugar. Turn the flour-butter mixture into the liquid ingredients and with a rubber spatula mix until the dry ingredients are just moistened. Cover with plastic wrap and refrigerate 4 hours, or overnight (preferred) or up to 4 days.
Turn dough out onto a lightly floured work surface. Dust dough with flour. Pound dough with rolling pin; roll out to make a 16x20-inch piece. Fold into thirds making three layers. Turn dough and roll out again. Fold again into thirds. Place in the refrigerator for 30 minutes. Prepare the filling while you wait for the dough to chill.
In a small bowl, beat all the ingredients with an electric mixer until very smooth. Place in the refrigerator until ready to use.
On a lightly floured surface, roll the chilled pastry out to make an 16x18-inch rectangle. Cut lengthwise into 4 strips.
Remove filling from refrigerator and spread 2 tablespoons of filling down the center of each strip. Roll each strip from the long side jelly-roll style and place seam-side down. Roll lightly to flatten and seal the edges. Cut each strip into 4-6-inch pieces, then cut 3-5 slits for "toes". Place pieces on the prepared baking sheets, curving them slightly. Allow them to rise in a warm place for 20 minutes or until puffy, or you can cover them with plastic wrap and refrigerate overnight (after refrigeration let stand at room temperature until puffy).
Preheat oven to 400F. Brush with the beaten egg and place a sliced almond on each bear "toe". Sprinkle with large crystal sugar. Bake 5-8 minutes for small pastries, 10-12 minutes for larger pastries.
Let cool slightly on wire racks.
Stir together ingredients until smooth. Add more confectioners' sugar if too thin, or add more milk if too thick. Drizzle over warm pastries.