Thaw the puff pastry by leaving it in the fridge for a few hours or at room temperature for about 30 minutes.

In a large bowl, combine the chopped roasted red peppers, crumbled feta, softened cream cheese, minced shallot, dried oregano, salt, and pepper. Stir until well-blended.

Preheat your oven to 400°F to ensure even baking.

Roll out the puff pastry on a lightly floured surface to about 1/8 inch thick.

Cut the pastry into triangles, roughly 4 inches wide.

Spoon a generous filling onto each triangle piece, placing it in the center.

Fold the pastry over and seal the edges tightly.

Brush the tops with the beaten egg.

Bake in the preheated oven for approximately 15-20 minutes, or until golden brown.