Cheese Danish

it is not known if the "cheese Danish" (like the "Danish") comes from New York.

8 August 1942, Los Angeles Times, pg. A2:
CHEESE DANISH
Folks rave about this heavenly concoction of BRONZ, the coffee-cake specialist...a rich, creamy Cheese pocketed in delicious Danish butter-dough...a delightful breakfast taste treat
5c
Bronx Cake Shop...Booth 203

13 September 1945, New York Times, pg. 17:
Other makers of quality pastries said that they would increase their baking of cheese cake and cheese Danish, although one company admitted that many places have used instead of cream cheese ration-free pot cheese -- and probably would continue to do so.