Preheat an oven to 400°F.
Roll out each puff pastry sheet until it measures about 10 by 12 inches. Cut each pastry sheet into 12 almost-square pieces. Top each piece with cheese, pineappple and ham.
Brush the edges of the pastry pieces with egg mixture, then fold each piece in half. Press the edges together to seal.
Place the pasteles on a baking sheet, spacing them about ½ inch apart. Brush the tops with the egg mixture.
Bake the pasteles until golden brown, about 15 minutes. Transfer to a plate and serve.