1. Preheat oven to 400 degrees.
2. Unfold puff pastry dough on a lightly floured surface and roll with a rolling pin if surface is uneven.
3. Cut out 4-inch circles and set on a parchment lined baking sheet.
4. Repeat with second sheet of puff pastry. After cutting out the 4-inch circles, cut out smaller circles out of the second half of circles.
5. Prick the large 4-inch circles with a fork.
6. Combine the egg and 1 tablespoon water and whisk together.
7. Brush the egg wash on the 4-inch circles and then top with the cut circles. Brush the tops of those with egg wash as well.
8. Bake for 15 minutes.
9. While the puff pastry is baking, blend together the cream cheese and blue cheese until combined.
10. In a saucepan combine apricot preserves, balsamic vinegar and dried cranberries. Simmer for about 4-6 minutes.
11. After the puff pastry shells have bakes for 15 minutes, remove from oven.
12. Fill each pastry first with the blue cheese mixture, top with the cranberries, and sprinkle a few walnuts on top.
13. Return to the oven and bake another 15-20 minutes or until crust is golden brown and the cheese mixture has warmed.
14. Remove from oven. These can be served immediately or kept at room temperature until ready to serve.