For the pastry: Place the flour, yeast, sugar and salt into a large bowl and using a silicone spatula mix to combine. Then pour in the milk and water and mix again to combine. Lightly flour your work surface, and tip the dough out. Knead slightly until the dough comes together and you have a scraggy looking, but uniform dough. Wrap in clingfilm and chill in the fridge for 45 minutes.
Meanwhile, cut a piece of baking paper big enough to create an envelope, with one side measuring 28x22cm approx. Then spread the butter into the baking paper, until you have a thin layer and you can fold the baking paper up to create a seal around the butter. The butter will therefore be 28x22cm approx. Place this flat in the freezer to chill.
Once the dough has chilled, roll it out onto a lightly floured worksurface until you can place the butter in the middle and have enough dough to completely cover the butter on each side. Fold the pastry over the butter, making sure its sealed on all sides, pressing it together where needed. Then roll a few times to completely seal the butter in the pastry, and then begin your first turn - fold the top 1/3 of the pastry down, and then fold the bottom 1/3 of the dough up over the top. Like you would fold a letter. Wrap this in clingfilm and place in the fridge to chill for 30 minutes.
Repeat the turns twice more, with 30 minutes chilling time between each. Then leave in the fridge to chill overnight - at least 12 hours.
For the creme patissiere: Put the egg and yolks in a large heatproof bowl and whisk in the sugar and cornflour until smooth. Then set aside. Place the milk and vanilla extract into a medium saucepan and bring to the boil over a medium-high heat.
Pour the boiling vanilla milk over the egg mixture, whisking constantly to combine. Pour this mixture back into the pan and return to a medium heat. Whisk constantly until thickened, cooking for a minute or so extra to cook out the cornflour. Then pour the cooked crème patissiere into a heat-proof bowl and press a sheet of clingfilm onto the surface to stop it forming a skin. Set aside to cool a little, then place into the fridge to chill overnight.
To assemble: The next morning, roll the chilled dough out onto a lightly floured worksurface to a rectangle roughly 40x30cm. Then cut into 8 equal rectangles, and fold the edges of each over to create a 'picture frame' style. Place onto lined baking trays, leaving a little space between each to spread, and lightly cover with clingfilm. Leave to prove in a warm place until doubled in size, at least 2 hours.
For the rhubarb: Meanwhile, preheat the oven to 200C/180C Fan/Gas Mark 6. Then prepare your rhubarb, by chopping off the woody ends and then chopping into thin batons. Place the batons into a roasting dish, and mix with the sugar. Cover with foil and roast for 10 minutes, then stir and remove the foil. Before roasting for a further 10 minutes. Set aside to cool.
Leave the oven on at 200C/180C/Gas Mark 6. Then remove the creme patissiere from the fridge, and with a silicone spatula lightly beat to loosen. Then spoon onto the middle of each proved Danish, spreading so it is an even layer. Place the cooled and roasted rhubarb on top of the creme patissiere, in even lines. Finally, beat the remaining egg and with a pastry brush brush over the exposed edges of the pastry on each Danish. Then bake for 18-20 minutes until golden and crisp.