Prepare the basic Danish pastry dough.
Preheat oven to 400 °F (200 °C).
Roll out on a floured work surface and cut into 5x4in (12×10 cm) rectangles.
For the vanilla cream, boil ⅓ of the milk with granulated sugar.
Mix the rest of the milk together with the egg yolk, vanilla sugar, and vanilla pudding mix and stir into the boiling milk.
Let boil briefly, then remove from heat and let cool.
Sieve the cooled vanilla cream.
Begin beating the egg whites, add the granulated sugar, and beat to stiff peaks.
Fold into the vanilla cream.
Pipe a line of vanilla cream with a piping bag on the long side of the rectangle, then fold the other side over and gently press together.
Notch the upper edge of the newly formed rectangle about 3in (8 cm) and pull open or push on it a bit.
Now place 3 apricot quarters in each pocket and fold the edges over.
Place on a buttered baking sheet, brush with melted butter and bake at 400 °F (200 °C) at first and then lower to 340 °F (170 °C) and bake for about 15 minutes.
After baking, brush each pastry with apricot marmalade and glaze thinly with slightly warmed fondant.
Finally, sprinkle the roasted almond slices on top.