In a medium mixing bowl, combine pumpkin puree, brown sugar, granulated sugar, ground cinnamon, ground nutmeg, and vanilla extract. Stir until smooth and chill in the refrigerator.

Lightly flour your work surface and roll out the two sheets of thawed puff pastry. Slice each pastry into 6 equal rectangles.

Place a tablespoon of pumpkin filling in the center of each rectangle. Fold over to create a pocket and twist the ends.

Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper and arrange the pastries on the sheet.

Whisk egg with water for the egg wash and coat the tops of each pastry.

Bake for 15 to 20 minutes until golden brown and puffed up.

Allow to cool slightly on a wire rack before serving.