Step 1

Preheat the oven to 425 degrees F and line 2 baking sheets with parchment paper.

Step 2

Whisk together the egg with 1 tablespoon of water in a small bowl for an egg wash. Cut the side rind off the Brie, then cut the Brie into 32 even pieces. Set aside.

Step 3

Unfold a puff pastry sheet on a lightly floured surface. Roll out into a 13-inch square. Cut into 16 squares. Repeat with the second sheet so you have 32 squares total.

Step 4

Top a pastry square with about 1/2 teaspoon cranberry sauce, 1/4 teaspoon walnuts, a piece of Brie and a pinch of thyme.

Step 5

Use your finger or a pastry brush to brush the edges of the pastry square with egg wash until lightly coated and tacky. Pinch 2 opposite points together, then pinch the remaining 2 points together so that you have a little package. Repeat with the remaining pastry squares and filling.

Step 6

Transfer the pouches to the prepared baking sheets and brush with the remaining egg wash. Bake until puffed and golden brown, 15 to 20 minutes.