Prepare homemade rough puff pastry dough through 2nd refrigeration. If using store-bought frozen puff pastry, make sure it’s thawed. Keep either dough in the refrigerator until step 4 below.
After rinsing the cranberries, set ¼ cup (25g) cranberries aside. Combine the remaining cranberries, water, orange juice, and sugar together in a medium saucepan over medium heat. Stir occasionally as the mixture comes to a simmer. Once simmering, reduce heat to medium-low. Continue to cook until liquid has reduced and cranberries have burst and thickened, about 10 minutes.
Remove from heat and stir in ¼ cup reserved cranberries, orange zest, and vanilla extract. Allow to cool slightly.
Preheat oven to 400°F (204°C). Grease a 12-cup muffin pan.
On a lightly floured work surface, roll pastry dough into a 12×16-inch rectangle. Cut dough into 12 4-inch squares.
Brush egg wash all over puff pastry squares. Transfer the squares to the prepared muffin pan, pressing them down to fill each cup as a 'crust.' Slice the brie into 12 pieces, about ½ ounce (14g) each. Place the slices of brie in the centers of the dough crusts. Top each with a spoonful of cranberry sauce. Gently fold the corners of the dough in toward the center of each tart. Sprinkle coarse sugar over the tops of tarts.
Bake for 20 minutes, or until tarts are golden brown. If adding pecans, place them in the center of each tart at the 10-minute mark and continue baking.
Remove from the oven and garnish each tart with flaky sea salt and fresh thyme leaves. Cool for a couple minutes, and then use a spoon to help remove the tarts from the pan. Serve warm.
