Make 2 L-shaped cuts, 1/2 inch from edges, in 2 opposite corners of each square, being careful to leave 1/4-inch space between ends of cuts. Starting at top of square, fold flap toward 2 cuts at bottom of square. Repeat with bottom flap, except fold it to top of square. (See photo
for how to cut and fold pastry squares). Press edges together to seal. Place on baking sheet; brush with egg. Prick centres with fork.