Combine 1 cup boiling water and apricots in a medium bowl, and let stand for 10 minutes. Drain in a colander over a bowl, reserving 2 tablespoons soaking liquid. Place apricots, reserved 2 tablespoons soaking liquid, walnuts, honey, juice, and cinnamon in a food processor; pulse until coarsely ground. Add cheese to processor; pulse 3 times or until blended.
Place 1 sheet pastry dough on a work surface lightly dusted with flour. Gently roll into a 12 1/2-inch square. Cut dough into 25 (2 1/2-inch) squares. Top each dough piece with about 1 teaspoon apricot mixture. Working with one dough piece at a time, bring corners up to the center and pinch closed. Place the angels on a baking sheet lined with parchment paper. Repeat procedure with remaining dough and apricot mixture, placing formed angels on a second baking sheet lined with parchment paper. Brush angels evenly with egg. Bake at 400° for 15 minutes or until golden.
To avoid the consistency issue, try pulsing fewer times to leave the filling coarsely chopped instead of minced
Substitute dried apple or fig for the apricot to add sweetness.
Omit the honey to lessen the sweetness.
Decrease or omit the cinnamon if you prefer.
Substitute goat cheese for the blue cheese for a less pungent cheese flavor.
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