Unroll puff pastry onto your work surface. Cut each sheet into 9 squares using a pizza cutter, making 18 squares in all.
Mix cream cheese, mascarpone cheese, egg yolk, flour, honey, white sugar, and vanilla extract together in a bowl. Drop a teaspoonful of filling onto each pastry square until all filling is used. Add 7 to 10 chocolate chips to each square.
Dampen 1 side of each square with water. Stretch and fold in half. Press securely closed on all three sides.
Place pastries close together onto a large baking sheet. Whip egg white in a small bowl. Brush onto the pastries; sprinkle with colored sugar.
Bake in the preheated oven until golden brown, about 13 minutes.