Start by placing the chocolate in a microwave-safe bowl. Add the heavy cream and microwave in 30-second intervals, stirring in between, until the chocolate is fully melted and smooth. Let it cool slightly while you prepare the puff pastry.
Preheat your oven to 400°F (200°C) to ensure even baking.
On a lightly floured surface, roll out the puff pastry sheet to smooth out any creases. Cut it into squares, about 4 inches by 4 inches.
Spoon a small amount of the chocolate filling into the center of each pastry square, being careful not to overfill.
Fold each pastry square diagonally to form a triangle. Press the edges together firmly to seal.
In a small bowl, whisk together the egg and water. Use a pastry brush to apply the egg wash to the top of each turnover.
Place the turnovers on a baking sheet lined with parchment paper. Bake for 15-20 minutes, or until golden brown.
Once baked, remove the turnovers from the oven and let them cool on a wire rack for a few minutes. Serve warm.
