Preheat oven to 350°F. Grease well or line a muffin tin with papers.
Cut cheese into 12 equal portions and set aside.
Defrost pastry dough if frozen, overnight in the fridge.
Flour a cutting board and set the puff pastry on it to rest for 10-15 minutes.
Roll out dough into a rectangle of approximately 9x14" and ¼-inch-thick.
Cut into 12 roughly even squares.
Using flour as needed, roll each dough square to about twice its size.
Carefully place dough square into each muffin tin cavity, and place a cheese chunk in the center.
Gently fold dough over the cheese, without squishing it down.
Beat egg and water and brush over closed pastries.
Place muffin pan in middle of oven and let bake until a golden brow on top, approximately 20-25 minutes.
Take out and let cool for 5 minutes before serving.