Preheat the Oven - Set the oven rack to the middle position. Heat to 400ºF (190ºC). Line a baking sheet with parchment paper and set it aside.
Defrost the Pastry - Remove the frozen pastry from its packaging and defrost it on a sheet tray on the countertop until it is cool but pliable, about 40 minutes. If not using right away, cover with plastic wrap and refrigerate.
Prepare the Eggwash - In a small bowl, whisk together the egg and water, and set it aside.
Roll the Pastry - Place the defrosted puff pastry on a lightly floured surface. If it feels sticky, lightly dust it with flour. Use a rolling pin to press it out into an 11-inch square. Don’t press too hard, or the puff pastry layers will fuse together.
Add the Filling - Place the brie in the center of the puff pastry. Evenly spread the cranberry sauce on top. Sprinkle the rosemary and thyme, followed by the chopped walnuts. Drizzle some honey on top.
Wrap the Brie - Bring one corner of the pastry up and over the brie, and brush with egg wash. Continue to wrap the brie, creating a pleated design, pressing down the sides to remove any air, and brushing the pastry to help it stick. Gently press the edges and top to secure.
Create Vents - Brush the top and sides with the egg wash. Make shallow scores on the surface, about ½" apart and about 1" long to create vents. This allows steam to escape so the surface doesn’t get too puffy.
Bake - Place the wrapped brie on the paper-lined sheet pan. Bake until the surface is golden brown and crisp, about 30 to 35 minutes.
Let it Cool - Remove the pan from the oven and leave the baked brie on the baking sheet for 5 to 10 minutes. Serve warm with crackers, baguettes, crostini, or fruit.
Notes
Serving Size: ½ ounce of cheese
Make-Ahead: Top and wrap the cheese in the puff pastry. Wait to brush the surface and sides with egg wash. Tightly wrap in plastic and store in a resealable bag or airtight container in the refrigerator for up to 2 days. Brush with egg wash and score before baking.
Reheating: Place cheese on a foil or parchment paper-lined baking sheet. Rewarm at 300ºF (149ºC) until the center melts.
Cheese Selection: Camembert can be substituted for brie for a more pungent taste.
Larger Wheels: For cheeses between 12 to 16 ounces, roll the pastry to about a 12-inch square—double the amount of toppings. Add just enough to cover the surface. Bake until golden brown, about 30 to 40 minutes.