To thaw frozen puff pastry, let it sit in the refrigerator for 24 hours or on the counter for 30 minutes to 1 hour. Make sure the filling has cooled completely before assembling the pie.

Melt butter in medium saucepan over medium heat. Add shallots and garlic and cook until softened, about 2 minutes. Stir in flour and cook until golden, about 30 seconds. Slowly whisk in milk and bring to simmer. Cook, stirring constantly, until thickened, about 3 minutes.

Off heat, stir in Parmesan until melted. Stir in spinach, salt, and pepper until combined. Transfer spinach mixture to bowl and let cool completely.

Adjust oven rack to lower-middle position and heat oven to 400 degrees. Grease rimmed baking sheet. Roll 1 puff pastry sheet into 14 by 10-inch rectangle on lightly floured counter. Loosely roll dough around rolling pin and unroll it onto prepared sheet. Spread spinach mixture evenly over dough, leaving ½-inch border. Brush border with egg.

Roll remaining puff pastry sheet into 14 by 10-inch inch rectangle on lightly floured counter. Loosely roll dough around rolling pin and unroll it over filling. Press edges of top and bottom sheets together to seal. Roll edge inward and use your fingers to crimp edge. Using sharp knife, cut top dough into 24 squares. Brush top dough evenly with egg.

Bake until crust is golden brown, 30 to 35 minutes. Transfer sheet to wire rack and let pie cool completely, about 30 minutes. Transfer pie to cutting board and cut along lines. Serve.

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