Turn 1/3 of the classic sweet dough onto a lightly floured surface; Roll dough into an 16x9-in. rectangle; cut into 16 1” strips.
Twist a strip forming into a circle tucking the end pieces underneath. Place 2 in. apart on lightly greased baking sheet. Repeat with remaining strips. Cover with kitchen towels; let rise in a warm place until doubled, about 45 minutes.
Preheat oven to 375°F. Fill the center of each Danish with 1 tablespoon pie filling.
Bake 14-16 minutes or until lightly browned. Remove from pans to wire racks to cool.
Prepare the icing: in a medium bowl beat powdered sugar, butter, vanilla, salt and enough milk to reach desired consistency. Drizzle over Danish.