Heat the oven to 400°F (200°C) and line a baking sheet with parchment paper. Lightly grease mini-muffin cups if you plan to bake the pastry in a mini-muffin pan.

Unfold the thawed puff pastry on a lightly floured surface and cut it into approximately 24 squares. Place each square in a lightly greased mini-muffin cup, or arrange the squares on the parchment-lined baking sheet and fold the edges slightly upward.

Spoon about 1 teaspoon of fig preserves onto each pastry square. Add a small amount of crumbled blue cheese and chopped walnuts or pecans, taking care not to overfill the pastry.

Beat the egg with 1 tablespoon of water to make an egg wash. Lightly brush the exposed pastry edges, then chill the assembled bites for 10 to 15 minutes if time allows.

Bake for 15 to 18 minutes, or until the pastry is puffed and golden and the blue cheese is softened. Let the bites cool for 5 minutes before serving, then garnish with thyme or a little black pepper if desired.