Preheat oven to 400ºF and line two baking sheets with parchment paper or Silpat baking sheets.
Slice the Brie into 18 wedges. I cut the wheel of cheese in half, then each half into 3 pie slice shapes and each pie slice shape into 3 pieces. Repeat with other brie half. Using an open hand gently press down each piece or cheese to flatten slightly (or the edges of the cheese will poke through pastry). Set aside.
Unfold each puff pastry sheet on flour dusted work surface. Roll out to create 12"x12" square. Using a pizza cutter or knife cut each sheet into 9 squares.
Place each puff pastry square on baking sheet Dip your index finger in small bowl of water to moisten the outside edge of each puff pastry square. Brush the center of each square with mustard, then place a wedge of Brie on top. Follow with a dollop of cranberry sauce or jam on top of the cheese. Repeat for all 18.
Fold pastry over the cheese so that the two corners of the square come together to form a triangle. Using a fork, crimp together the edges to seal.
Whisk together the egg and milk, then use a pastry brush to lightly coat the tops of the brie puff pastry triangles.
Bake for 15 minutes or until golden brown. Remove from the oven and allow to cool for 5 minutes before serving.