Prepare your ingredients. Chop your veggies and chicken. Thaw puff pastry according to box instructions.
Preheat oven to 400°F.
Add mushrooms and broccoli in a small saucepan with a bit of oil. Place over medium heat and stir to coat.
Add a couple tablespoons of water and steam until the broccoli is bright green, about 3-4 minutes.
Remove veggies from pan and place on paper towel to drain excess moisture.
Add two tablespoons of oil to a pan and add the chicken. Add the spices and cook until done, about 5-6 minutes.
Drain the chicken. Then, add the chicken and veggies to the Alfredo sauce and stir together.
Cut the puff pastry into six rectangles. I rolled mine out slightly to make larger pastries, but this isn't required.
Spoon filling onto three of the pastry rectangles. Aim for about a tablespoon or two, but how much you add depends on how large your pastries are. Leave enough space around the edges for sealing the pastry.
Top the filling mounds with shredded cheddar.
Place a bare rectangle over top of a topped rectangle. Using a fork, press the edges to seal around them.
Beat the egg and brush it on the sealed pastry as an egg wash.
Bake until golden, about 15-20 minutes.