Heat oven to 400°F; line baking sheets with parchment. Keep thawed puff pastry cool.
Cut one puff pastry sheet into 20 rectangles using a sharp knife. Transfer to the baking sheets.
Place one small brie piece in the center of each rectangle; spoon about 3/4 teaspoon cranberry sauce on top and add a pinch of nuts if using.
Fold or pinch opposing corners gently toward center to make open pastry parcels, leaving room for steam. Brush exposed pastry with egg wash.
Bake 14–17 minutes until puffed, deep golden, and cheese is hot and bubbling. Rotate trays if needed.
Rest 5 minutes; scatter finely chopped rosemary over warm bites and serve.