Heat the oven to 400°F. Beat the egg and water in a small bowl with a fork or whisk. Unfold the pastry sheet on a lightly floured surface. Roll the pastry sheet into a 12-inch square. Cut into 25 (2 1/4-inch) squares.
Spoon about 2 teaspoons cheese in the center of each pastry square. Top each with about 1/2 teaspoon chutney and about 1/2 teaspoon walnuts. Brush 2 opposite pastry corners with the egg mixture. Fold the pastry corners up over the filling and press firmly to seal, then fold over to one side, forming an open-ended "envelope". Brush the filled pastries with the egg mixture. Place the pastries onto 2 baking sheets.
Bake for 15 minutes or until the pastries are golden brown. Sprinkle the pastries with the thyme before serving, if desired.
The appetizer Goat Cheese, Cranberry Chutney and Toasted Walnut Envelopes recipe on Grains Food Foundation is easy to prepare with puff pastry.