Turn the oven up to 375 F.

In a small bowl, blend the feta with the onions, and egg. Cut the puff pastry into 12 squares, about 3 inches each. Drop a mounded tablespoon of your feta mix in the middle of each square. Moisten the edges of the squares, then fold them over to make triangles, pressing the edges tightly with a fork so they seal. Give the pastries a light brushing with the yolk mixture. 

Bake those guys for 20 minutes in the oven. They're ready when they're golden brown. Serve, preferably warm, but they're fine at room temperature too.