Remove puff pastry sheets from the freezer and thaw for at least 15 minutes before working with them.

Preheat the 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 slice into 8 equal pieces.

Break candy bars into 4 sections each. Place one section of chocolate in the center of each puff pastry section. Set aside the remaining pieces.

Fold one side of a puff pastry section over the chocolate, then fold the other side over the top. Repeat with remaining puff pastry sections.

Add pastries to the prepared baking sheet and brush the tops and sides with the egg wash.

Bake in preheated oven for 15-18 minutes, until golden brown and puffed up.

Remove from the oven, then repeat the assembling and baking process for the remaining puff pastry sheet and candy bars.

Dust with powdered sugar if desired, and serve either warm or at room temperature.