Prepare the basic Danish pastry dough.
Preheat oven to 400 °F (200 °C).
Roll out on a floured work surface and cut into 4x4in (11×11 cm) squares.
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.
Spread the vanilla cream in the middle of each square and lay 2 mandarin slices on top.
Fold two opposite corners over the filling and press together gently.
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, according to size.
After baking, brush each pastry with apricot marmalade and glaze thinly with slightly warmed fondant.
Let dry.