Preheat the oven to 180°C/356°F/Gas 4.
On a floured surface roll out the puff pastry and cut six circles out of the dough. We traced around an 8 cm (3 inch) diameter plate. Pop the pastry onto greased baking sheet lined with parchment paper and use a sharp knife to score a 0.5 cm border around each pastry circle, but don’t cut right through.
Spread a generous teaspoonful of Cranberry Sauce into the centre of each circle and top with about 2 tablespoons of cheese. Season with salt and pepper and sprinkle with walnuts. In a small bowl, whisk together the egg with a teaspoon of warm water to make an egg wash and with a brush, egg wash the border of the puff pastry. Bake for 20 minutes until the pastry is golden brown. Remove from the oven and sprinkle with thyme. Serve warm with a salad or steamed green vegetables.