Preheat oven to 400°F. Line a baking sheet with parchment paper, set aside.
If you want to make really puffy Danishes, put 2 puff pastry sheets on top of each other and go over them with a rolling pin before continuing (I am using commercial puff pastry, so it puffs up more than regular Pepperidge Farm brand). Brush the slightly thawed dough with the whisked egg. Sprinkle with half the sugar and cut into 9 squares (3 x 3 squares). To make smaller pastries, cut the dough into 16 squares (4 x 4 squares).
Spoon about 1 tbsp of Nutella in the middle of each square. If making them smaller spoon only 1/2 tablespoon on each. Pinch two opposite ends of each square firmly and flatten the pinched ends. Brush with the remaining egg and sprinkle the tops with the remaining sugar. Bake for 12-15 minutes, rotating the baking sheet halfway through until pastries are deep golden in color.
If you want to, you can add 1 tablespoon of Nutella to a sandwich ziplock bag, heat it for 10 seconds, snip the corner of the bag and drizzle each pastry with more Nutella on top. Otherwise, allow to cool to room temperature and serve. Be very careful as Nutella inside will be very hot if you try to eat it while it’s still warm.
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