Preheat oven to 400°F and prepare 2 baking sheets by covering them with parchment paper.
If using puff pastry sheets, carefully unfold them onto a flat surface to ensure there are no tears. Cut into 6 squares.
Gently spread 1 Tbsp of cream cheese evenly onto each square, leaving 1/2 inch around each square uncovered. Spread the Hot Pepper Raspberry Preserves over the cream cheese. Sprinkle each square with 1 tsp of fresh thyme.
Brush the top 1/2 inch that was left uncovered with the egg. Beginning at the bottom, roll the puff pastry squares tightly until you have completed the roll.
Place in the refrigerator to allow it to firm up for about 30 minutes for ease with cutting. Remove and slice each square into 1/2” slices (you should get about 3 slices per square).
Place each slice down on the prepared baking sheets and bake for 24-28 minutes, or until the slices have puffed and browned slightly. Garnish with additional thyme and serve warm.
Enjoy!