Unroll 1 pastry sheet onto a clean work surface and cut into 3 even horizontal strips. Brush with egg wash.
Spoon 5 evenly spaced teaspoons of cranberry sauce onto each pastry strip and top with a cube of Brie cheese.
Cut the second pastry sheet into 3 strips and lay on top. Press the pastry over the cranberry and brie filling and then cut into 5 small parcels. Use a fork to press the pastry together and seal, egg wash the top of the parcels before baking in a hot oven for 15 minutes until golden. Serve immediately.