Remove puff pastry sheets from the freezer and thaw for at least 15 minutes before working with them.
Preheat oven to 400°F. Line a baking sheet with parchment paper and set aside.
In a small mixing bowl, combine egg and water and beat with a fork until combined.
Unfold one puff pastry sheet and use a knife to slice into 8 equal pieces.
Break candy bars into 4 sections each. Place one section of chocolate in the center of each of the puff pastry section pieces. You should have 8 pieces of candy bars left, set those aside for now.
Fold one side of a puff pastry section over the chocolate, then fold the other side of the section over the top of the folded side. Repeat with remaining puff pastry sections.
Add pastries to prepared baking sheet and brush the tops and sides of the pastries with the egg wash.
Bake in preheated oven for 15-18 minutes, until golden brown and puffed up.
Remove from oven, then repeat the assembling and baking process for the remaining puff pastry sheet, remaining candy bars, and remaining egg wash.
Dust with powdered sugar if desired, and serve either warm or at room temperature.
