Preheat oven to 450. To prepare danish, combine baking mix, margarine, granulated sugar, and milk in a mixing bowl. Mix until crumbly. Drop dough by rounded tablespoonfuls two inches apart onto prepared baking sheet. Make a well in center of each with back of spoon. Fill with one teaspoon jam. Bake for ten minutes, or until golden brown. Meanwhile, to prepare glaze, combine powdered sugar, water, and vanilla extract. Mix until smooth. While danish are still warm, drizzle glaze over top.