Beat the additional egg yolk with the 4 oz softened cream cheese, measured powdered sweetener, measured lemon juice, and vanilla in a medium bowl, then cover and refrigerate it while making the dough. The filling should look smooth and creamy.
Separate the 3 dough eggs, putting their whites in a clean, dry bowl and their yolks in another bowl. Keep the additional filling yolk separate from these dough yolks.
Use an electric mixer to blend the protein powder, almond flour, 2 oz softened cream cheese, and sugar free sweetener into the dough yolks. Stop when the mixture looks smooth and evenly combined.
Beat the whites with clean, dry beaters at low-medium speed until frothy, then add the cream of tartar and beat on high until stiff peaks form. A peak should stand upright when you lift the beaters.
Fold the yolk mixture into the whipped whites with a broad spatula. Stop when no obvious streaks remain and the batter still looks puffy.
Spoon about 1/4 cup batter per danish onto a parchment-lined baking sheet, leaving about 1 1/2 inches between mounds, then press a well into each with the back of a spoon. The raised edges should leave room for the filling.
Share the chilled filling evenly among the wells and bake at 325°F for 15-18 minutes. The pastry edges should look golden and feel gently springy.
Let the danishes cool completely, then mix additional powdered sweetener and lemon juice with the heavy whipping cream and drizzle the icing over them. The icing should flow from a spoon in a thin stream rather than sit in a thick mound.