Preheat oven to 400 F (200 C). Line a baking sheet with parchment paper.

Place Medjool dates, walnuts, coconut, flour and cinnamon in a food processor fitted with a metal blade, and pulse until combined. In a large bowl, beat sugar and butter together until well blended. Gradually mix in the date-walnut mixture.

Unroll one sheet of puff pastry and place on a lightly-floured counter. Using a lightly-floured rolling pin, roll out puff pastry to a horizontal rectangle measuring 16 x 12 inches (40 x 30 cm). Pastry will be very thin. Using a pizza cutter or sharp knife, make three vertical cuts and two horizontal cuts to divide the rectangle into twelve 4-inch (10 cm) squares.

Place 1 tbsp (15 mL) of filling in center of each square and dampen edges with water. Gather the four corners and bring them up to the centre, pinching the dough together firmly to secure it at the top, forming square pouches. Leave the seams along the edges open to allow some of the filling to show. Brush the top and sides of each pouch with beaten egg.

Unroll second sheet of puff pastry and repeat. Transfer to baking tray and bake for 20 to 25 minutes or until golden brown. Cool slightly on rack. Great warm or at room temperature.