On a lightly floured surface, roll out thawed puff pastry sheet.

With a pizza cutter, cut the sheet into 9 equal size squares. Spoon a tablespoon of jelly into the middle of each square.

Bring together two opposite corners together over the jelly. Then, seal it with a dab of egg wash.

Brush the tops of the sealed pastries with egg wash and sprinkle with coarse sugar.

Spray basket of air fryer with non stick cooking spray.

Working in batches, cook for 8-10 minutes at 325 degrees or until golden brown. Let scones sit in basket for 5 minutes before removing.

In a bowl whisk together powdered sugar and milk until smooth. Drizzle on top of warm danishes.