Preheat the oven to 375°F (190°C) and line a baking sheet with parchment paper.
Cut the puff pastry sheet into 6 even rectangles.
Spoon about 2 teaspoons of Nutella onto one half of each rectangle, leaving a border around the edges.
Fold each rectangle over to form a pocket and press the edges with a fork to seal.
Brush the tops with beaten egg.
Bake for 12–15 minutes or until golden brown and puffed.
Cool slightly and dust with powdered sugar if desired. Serve warm or at room temperature.