Gather the ingredients. Preheat the oven to 375 degrees F (190 degrees C). Line a baking sheet with parchment.
Cut a sheet of puff pastry into 9 rectangles that are twice as tall as gingerbread men cookies, and twice as wide. Space rectangles out on the prepared baking sheet.
Center a chocolate square on the upper third of each pastry rectangle, leaving a border of pastry uncovered at top and sides.
Layer a gingerbread man cookie on top, so that the head of gingerbread cookie rests on the chocolate piece like a “pillow”.
For egg wash, whisk egg with water in a small bowl.
Fold lower part of pastry rectangle up over the “body” of gingerbread man cookie to make a “blanket.” Crimp the sides and bottom of pastry with a fork. Brush pastry with egg wash.