Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper and set it aside.

Unwrap your thawed puff pastry and roll it out on a lightly floured surface. Cut the pastry into squares, approximately 4x4 inches each.

Place about a tablespoon of Nutella in the center of each pastry square. Be careful not to overfill, or they may become difficult to seal!

Fold one corner of the pastry over to the opposite corner, forming a triangle. Press the edges firmly to seal, and use a fork to crimp the edges for an extra seal.

In a small bowl, whisk the egg and brush it over the tops of the filled pastries.

Transfer the pastries to your prepared baking sheet. Bake in the preheated oven for about 15-20 minutes, or until they are puffed and golden brown.

Once baked, remove from the oven and allow them to cool slightly. Dust with powdered sugar if desired, and enjoy!