Preheat the oven to 400°F. Line a cookie sheet with parchment paper and set aside.
Remove puff pastry sheets from the freezer and allow to thaw for at least 15 minutes before working with them.
Unfold one sheet of puff pastry on a lightly floured surface. Cut into 8 equal pieces.
Break candy bars into sections - there should be four sections in each candy bar.
Place the chocolate in the center of each puff pastry section.
Prepare the egg wash by whisking together the egg and 1 tablespoon of water.
Fold the sides of the pastry over the chocolate and wrap the top piece over the side and press into the bottom of the packet to seal. You can add a bit of egg wash between the pastry where you are sealing it to help hold it together.
Place folded pastries on prepared cookie sheet and brush tops and sides with egg wash.
Bake for about 14-15 minutes, until the puff pastry is golden brown.
Repeat with the second sheet of puff pastry dough.
Dust with powdered sugar and serve. Pastries can be served warm or cold.