Remove the puff pastry dough from the freezer and allow it sit at room temperature for 20 minutes.
Preheat the oven to 400 degrees and line a baking sheet with parchment paper or spray it with cooking spray.
Lightly flour your kitchen counter and unroll one of the sheets of the puff pastry dough. If the dough breaks into three pieces where it was folded, that is fine. Using a rolling pin, gently roll out the dough so that it is slightly thinner than when you removed it from the package, about 1/16 of an inch thick. If the dough did not split in three, cut it into thirds, cross-wise.
Slice the brie into 24 1-inch by ½-inch pieces. Place four pieces, evenly spaced out, along each section of the dough. Top each piece of brie with ½ tsp. cranberry sauce.
Fold the dough over and, using your finger, push down in between each mound so that you have pockets of filling surrounded by pastry dough.
Slice the mounds apart (so there are 4 pieces from each section) and move to the baking sheet. Repeat the process with the remaining sheets of pastry dough.
In a small bowl, beat the egg with 1 Tbsp. of water and then use a pastry brush to brush each pastry pocket lightly with the egg wash.
Bake for 15 – 17 minutes, or until the puffs are golden on top. Serve immediately or at room temperature.