Preheat oven to 400°. In a large skillet, heat butter over medium-high heat. Add onions and apples; cook and stir until tender, 12-15 minutes. Stir in walnuts, mustard, honey, salt and pepper. Remove from heat; cool slightly., On 2 parchment-lined baking sheets, roll out each pastry into a 14x12-in. rectangle. Place half the onion mixture down the center of each rectangle; top with cheese and bacon., On each long side, cut eight 1-3/4-in.-wide strips. Starting at 1 end, fold alternating strips at an angle across filling; pinch ends to seal. Whisk egg with water; brush over braids. Bake until golden brown, 25-28 minutes. Let stand 5 minutes before cutting.