Preheat oven to 400°F (200°C) and line a baking sheet with parchment paper.

Roll out the thawed puff pastry on a floured surface and cut into squares (4 inches each).

Place a spoonful of cranberry sauce and a piece of brie in the center of each square. Optionally sprinkle with chopped rosemary.

Fold the pastry over to form triangles and seal edges with a fork.

Whisk together the egg and water; brush this mixture over the top of each pie.

Bake for 20-25 minutes until golden brown. Let cool slightly before serving.