Preheat oven to 375F degrees.
Top a baking sheet with parchment paper and set aside.
Add the softened cream cheese, sugar and vanilla extract to the bowl of a stand mixer and beat until fully combined and smooth. Stop once to scrape the sides of the bowl with a spatula to make sure the mixture is fully combined. Add the peanut butter and whisk until fully combined.
Unroll the seamless dough sheet onto the prepared baking sheet.
Spread the peanut butter cream cheese filling down the middle of the dough sheet.
Spread the Nutella on top of the peanut butter cream cheese layer.
On each long side of the dough, left and right from the filling, make 2 inch long cuts about 1 inch apart. For visual guidance, check the photo at the end of the recipe.
Starting at one end of the dough sheet, fold the strips over the filling from one side to the other at an angle to form of a braid.
Bake the danish for 15-20 minutes, or until it is golden brown. Check it at 15 minutes as most likely it will be ready.
Remove the danish from the oven and let it completely cool before icing, around 20 - 30 minutes.