In a small saucepan, melt the butter over medium heat.

Add the diced apple, brown sugar, and cinnamon. Cook for about 5 minutes until the apples are softened. Let the mixture cool.

Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.

Roll out the puff pastry on a lightly floured surface (if not pre-rolled) and cut out 3-4 inch circles using a circle cookie cutter or the rim of a glass.

Place one square of cream cheese in the center of each circle, then top with a spoonful of the apple filling. Gather the edges of the pastry up around the filling and pinch the top to seal, forming a little pouch.

Wrap each pastry with thread or twine to create pumpkin-like indentations, tying it gently to avoid cutting through the pastry.

Brush the pastries with the beaten egg. (This will give it a nice golden warm color after baking.)

Place the pastries on the prepared baking sheet and bake for 15-18 minutes, or until golden brown.

Let the pastries cool slightly, then carefully remove the thread or twine.

Insert a small piece of pretzel stick into the top of each pastry as a stem.