Preheat oven to 425 degrees F. Note: Use temperature listed on the puff pastry box.
Set puff pastry sheet on a lightly floured surface.
Cut the sheet into 6 equal squares.
In a small bowl whisk together the egg and water.
Brush the egg wash around the edges of each puff pastry square.
Add 2 tablespoons of pecan pie filling to each square. Pretend your square has a diagonal line from the bottom left corner to the top right corner. Put your filling on the right side of the invisible line, leaving the edge with the egg wash exposed.
Fold the pastry in half creating a triangle. Seal the edges together by lightly pressing down on them and then using a fork to press the edges together sealing them more firmly.
Place each pastry on a parchment paper lined baking sheet.
Lightly brush the egg wash over each of the sealed pastries.
Bake for 15 minutes or until the tops are a golden brown.
Remove from oven and let cool completely.
Lightly dust with powdered sugar and serve.
Pecan Pie Filling:
Preheat oven to 350°F.
Mix all ingredients together in a bowl then pour into a greased 8x8 inch casserole dish or 9 inch pie pan/dish and bake 45 minutes. Use a spoon to stir filling every 10 minutes.
When ready remove filling from the oven and let cool for 10 minutes before using.