Pour the water and milk into a measuring jug and add the egg, beating with a fork to mix. Put to one side for a moment. Get out a large bowl, then put the flour, yeast, salt and sugar in the processor, and give one quick whizz just to mix. Add the cold slices of butter and process briefly so that the butter is cut up a little, though you still want visible chunks of at least 1cm. Empty the contents of the food processor into the large bowl and quickly add the contents of the jug. Use your hands or a rubber spatula to fold the ingredients together, but don’t overdo it: expect to have a gooey mess with some butter lumps pebbling it. Cover the bowl with clingfilm, put in the fridge and leave overnight or up to 4 days.

To turn it into pastry, take it out of the fridge, let it get to room temperature and roll it out to a 50 x 50cm square. Fold the dough square into thirds, like a business letter, turning it afterwards so that the closed fold is on your left, like the spine of a book. Roll out again to a 50cm square, repeating the steps above 3 times. Since each recipe below uses half of this, cut in half, wrap both pieces and put each in the fridge for 30 minutes (you can keep them in the fridge for up to 4 days, if you haven’t already done so at the earlier stage), or refrigerate one to use now and put the other half in the deep freeze to use later.

Having made the Danish pastry, you need to know what to do with it. Obviously, the first stop is to go into making what we call Danish pastries, and they call ‘Vienna bread’. There are two here: my all-time favourite, a cheese Danish, which you can rarely buy over here; and an almond Danish, exquisite and much better than even a good shop-bought one.

ALMOND DANISH (MAKES 6)

To make the almond filling, process the almonds and icing sugar together until finely ground. Add the butter, pulse again, then the almond extract and 2 tablespoons of the egg white. (This can be made in advance and kept in the fridge for a week.)

Roll out the pastry into a big square and cut into thirds horizontally. Then cut in half down the middle, giving you 6 rough squares. Take each square and put a tablespoon of the almond mixture – which you’ve shaped roughly into a sausage – onto the pastry at a diagonal. Bring up the opposite corners and pinch together, then flatten the pastry slightly to give you a cigar shape.

Place on the baking sheets and brush with the egg glaze. Leave them to rise until they double in size, about 1½ hours; and again they should feel like marshmallow. Meanwhile, preheat the oven to 180°C/gas mark 4.

Cook for 15 minutes or until puffy and beautifully golden-brown.

Transfer to a wire rack and let them cool slightly before brushing with the clear glaze; then later, when they are a lot cooler, drizzle over the sugar glaze.

CHEESE DANISH (MAKES 6)

Combine the cheese, sugar, salt, lemon zest, egg and butter to make the filling. Roll out the pastry into a big rectangle and cut it in half. Divide each half into 3 and place a tablespoon of cheese filling on each piece of dough. Fold the opposite corners up together and seal with a pinch.

Place on the baking sheets and brush with the egg glaze. Let them rise until they double in size, about 1½ hours; they should then feel like marshmallow. Meanwhile – about 30 minutes before they’re ready to be cooked – preheat the oven to 180°C/gas mark 4. Pinch the corners back together if they have become unsealed, then put them on their baking sheets into the oven and bake for 15 minutes or until puffy and golden-brown.

Remove to a wire rack and make the two remaining glazes. To make the clear glaze, heat the caster sugar and water in a small saucepan. Bring to the boil, then take off the heat. To make the sugar glaze, add the water to the icing sugar a little at a time to make a runny icing; you should be able to ice the pastries in thin lines, running it off the prongs of a fork. So: let the Danish pastries cool slightly before brushing with the clear glaze, painting it on with a pastry brush, and then later, when they are more or less cold, zigzag the sugar glaze over them.