Preheat oven to 400° F. Line 2 baking sheets with parchment paper or silicone baking mats.
On a floured work surface, roll out each sheet of puff pastry. Cut along the seams to form 3 long rectangles. Then cut each rectangle into 3 squares. (9 squares per sheet//Final yield 18 squares)
Slice Brie into 18 small wedges. On each puff pastry square place a wedge of Brie, about ½ teaspoon of honey, and a sprinkle of chopped candied walnuts.
Fold the pastry over the Brie to form a rectangle or triangle. Use a fork to crimp the edges. Then pierce the top of the pastry with the fork to vent.
In a small bowl beat the egg and brush the tops of each puff pastry. Bake for 15-20 minutes until golden brown. After baking drizzle with honey and finely chopped candied walnuts if desired. Best served warm.