Preheat the oven to 400F. Line a baking sheet with parchment paper.
In a large mixing bowl, combine all ingredients, except puff pastry and egg. Mix until just blended, then divide into 2 equal parts.
Unfold 1 sheet of puff pastry on a lightly floured surface. Spread one portion of the filling into a thin line lengthwise down the middle of the puff pastry, leaving about 1 inch on each end. Brush the end with water and fold over one end to enclose the filling and seal. Repeat with other puff pastry sheet.
Cut the filled pastry into 6-8 equal pieces. Brush the top with the egg yolk and bake in the oven on a baking sheet for 20 minutes until crisp and golden.