Start by slicing your Brie into eight even pieces. Wrap each slice with a thin layer of prosciutto, ensuring the cheese is mostly covered. Keeping the rind on helps the cheese hold its shape during baking.
Cut your thawed puff pastry sheet into 8 squares. Spread each square lightly with fig preserves or honey, then place a prosciutto-wrapped Brie slice on top. Sprinkle with freshly cracked black pepper for added flavor.
Brush each pastry with the beaten egg and optionally sprinkle coarse sugar on top. Bake at 400°F (200°C) until golden brown and bubbly, about 20 minutes. Serve immediately for the best melty texture.