Preheat oven to 400°F (200°C). Line a baking sheet with parchment.
Roll out one sheet of thawed puff pastry and cut it into 8 long rectangles.
Fold each one over the short way, so you get a long pocket rather than a square — that's the shape I grew up with, and the longer seam gives you more crimped edge, which is the best part.
Mix crumbled feta with the 2 egg whites.
Spoon filling onto one half of each rectangle. Fold over and press edges to seal.
Whisk egg yolks with water. Brush over tops.
Bake 18–22 minutes, until deep golden and puffed.
Notes
Makes 8 pockets from 1 sheet of puff pastry.
Bulgarian sirene works beautifully here if you can find it.