A quick and delicious hors d'oeuvre that you can make ahead and bake as guests get hungry. You'll need a 24-cup mini muffin pan.
Defrost the puff pastry in the fridge overnight or on the counter for a couple of hours.
Preheat oven to 400°F with a rack in the center. Unfold the puff pastry and roll it out gently with a rolling pin until it grows by 2-3 inches horizontally and vertically. Cut it into quarters, and then cut each quarter into six equal rectangles. Tuck each rectangle in to a mini muffin cup and set aside.
Trim the root end and the dark green leaves from the leeks and discard. Slice the remaining white and light green parts in half lengthwise and then cut crosswise into thin half-moons. Place in a colander and rinse thoroughly, then shake off any excess water.
Melt the butter in a frying pan over medium heat. Add leeks, a generous pinch of salt and some freshly ground black pepper and cook, stirring from time to time to prevent browning, until tender and reduced in volume by half, 5-10 minutes. Stir in cream, nutmeg and thyme and continue to cook until cream is thick enough to coat leeks without leaving liquid in the pan, about 5 minutes more. Remove from heat, crumble feta overtop and stir to incorporate.
Beat egg in a small bowl with one teaspoon water.
Spoon a small amount of leek filling into each prepared muffin cup. Brush with a little bit of egg wash. Bake for about 20 minutes, until pastry is nicely browned. Serve warm.
* I always use Dufour puff pastry, which is so damn good. (Bonus: the company is proudly run by women.) A box of Dufour contains a 14-ounce sheet of puff pastry, but if yours is within a few ounces, don't worry about the difference.