Preheat oven to 350 degrees F (175 degrees C). Lightly grease a baking sheet with cooking spray.
Cut thawed puff pastry sheet in half. Cut each half into 6 small squares. Put a spoonful of cream cheese on one side of each square. Fold over diagonally to make a triangle. Brush edges with water and press to seal.
Transfer pastries to the prepared baking sheet. Brush beaten egg over top of the pastries to add shine.
Bake in the preheated oven until top is golden, about 20 minutes.