Preheat the oven to 400 degrees. Set aside a parchment-lined baking sheet.
Cut pastry into 36 squares on a clean work surface. Make 18 stacks of two squares each, brushing all squares with egg wash before stacking them.
Cook for 13-15 minutes, just until golden and puffed on the prepared sheet.
Put a piece of brie cheese on top of each puffed square after removing the baking sheet from the oven. Bake for 3-5 minutes until the cheese melts.
Garnish with a small sprig of thyme and a small spoonful of cranberry sauce.