Combine first 6 ingredients in a medium bowl; cover and chill 1 hour.
Roll 1 sheet puff pastry into a 16" x 10" rectangle. Cut pastry in half lengthwise. Spread one-fourth of filling (about 1/2 cup) down center of each rectangle. Whisk together egg and water, and brush edges of pastry with egg wash. Fold pastry in half lengthwise over filling; seal edges of pastry with a fork. Cut each pastry into 10 pieces, and place on a parchment-lined baking sheet.
Repeat procedure with remaining sheet puff pastry and filling. Brush remaining egg wash over top of pastries and, if desired, sprinkle with pepper.
Bake at 400° for 15 minutes or until lightly browned.
Make Ahead: Filling can be made up to 2 days ahead and chilled.