1. Preheat oven to 400° F. Unroll puff pastry (with long side closest to you) onto a work surface, leaving parchment paper attached. Spread pepper jelly across the pastry, leaving a 1/2-inch border on the short sides. 
2. Slice the rind edges off the sides of the brie; discard trimmings. Slice the remaining brie into 18 very thin strips. Lay the strips on the pepper jelly, allowing 1/4 to 1/2 inch around each piece of cheese. 
3. On each short side of the pastry, mark the middle edge of the dough. Starting from the top long side, roll 1/2 inch of pastry toward the middle. Continue to roll tightly. Stop just short of the middle. Do the same with the bottom long side of the dough. When both halves meet in the middle, roll one side up on top of the other. Place the dough and the parchment onto a greased baking sheet. Freeze for 30 minutes. 
4. Remove from freezer. Use a very sharp knife to cut the roll into 1/3-inch thick slices. Slice gently without crushing. Place on the parchment-lined baking sheet, cut-side up. In a small bowl, combine egg and water. Brush the tops and sides of each palmier with egg wash. Refrigerate for 10 minutes before placing in oven. Bake for 15 to 20 minutes or until golden. Remove from oven. Let cool for 10 minutes before using a spatula to remove palmiers from parchment paper. Serve immediately. 

Calories: 80, Fat: 5 g (2g Saturated Fat), Cholesterol: 23 mg, Sodium: 84 mg, Carbohydrates: 8 g,  Fiber: 0 g, Protein: 2 g.