danish pastry is much more like a combination of laminated brioche and Challah bread mixed together, the dough is not as laminated as say a criossant, but contains just as much butter, the yellow color is coming from the high egg yolk content in the dough.

Modify a basic brioche recipe using egg yolks and milk as the moisture, and incorporate only half the butter saving the other half for laminating and I think you will find you will acheive great results.

2/3 cups warm milk
2 TBS yeast
4 cups ap flour
2 tsp salt
7 egg yolks
1/4 C sugar
1 C Butter, softened

mix all this together and then form into a rectangle, and chill for a few hours, proceed to laminate for 6 turns using another Cup of flattened butter as you would for croissants or puff pastry, chill again, then roll out for danish, and cover with a small amount of butter and sugar, add cinnamon if you want or lemon zest. make sure you have a large roll cut thin though for Danish, smaller roll cut thinker for cinnamon rolls.