Preheat your oven to 400°F (200°C). Roll out thawed puff pastry on a floured surface and cut into rectangles (3 inches by 4 inches).
On one side of each rectangle, place a cube of brie and top with cranberry sauce and crushed walnuts. Fold over the pastry to create pockets and seal edges with a fork.
In a bowl, whisk together egg yolk and milk; brush over each bite. Place on a parchment-lined baking sheet.
Bake for about 20 minutes or until golden brown. Let cool slightly before garnishing with fresh rosemary.