Press one package of croissant dough on greased baking sheet. Press the seams together tightly.
In a bowl, combine softened cream cheese, 1 cup of sugar, and vanillia extract. Blend until smooth.
Spread cream cheese mixture on top of dough.
Lay out second package of croissant dough on flat surface. Press together rolls along their diagonal perforated lines to form one large rectangle. Lay it on top of the cream cheese. If you have to do it in sections, that's okay (I had to do it in three sections). Depending on how you plan to divide the pastry up, you may not want to seal the non-perforated seams. They will make an ideal pattern for cutting.
Score the surface sheet, using a sharp knife. Make as many 2 inch cuts as necessary to ensure there will be at least two cuts per finished Danish, once you carve up the sheet after baking. In other words, if you plan to cut the sheet into 12 servings, picture where you will make the horizontal and vertical cuts to make the 12 squares, and score each of the 12 areas with small 2 inch cuts.
Brush melted butter across top sheet. Combine remaining sugar and cinnamon. Sprinkle lightly across the entire surface--reserve a pinch or two.
Sprinkle walnuts evenly across entire sheet.
Place in oven and bake for 25 minutes. Remove and spoon and spread marmalade across the surface making sure to get plenty into each of the scored groves. I like to use apple or peach. Sprinkle any remaining sugar/cinnamon on top. Put back in the over for 10 more minutes.
Remove and let cool. Slice into desired number of servings.
Alternate method: Don't score sheet, but rather drizzle chocolate syrup inlieu of fruit mamalade and bake for full 30 minutes.