You can always make them early and freeze them.
- put cream cheese & cheddar cheese in a food processor, blend until smooth.
- preheat the oven and line two cooking sheets with parchment paper
- cut the top of jalapeños off, cut each in half and clean out the insides
- take the puff pastry sheets and cut into eight equal rectangles
- take the jalapeños halves and cover them with cheese mixture, then place a smokie on top. Wrap this whole thing in the rectangle of puff pastry. Repeat on a lightly floured surface until done.
- whisk egg and lightly coat the outside of the rolls
- place all the rolls onto the cookie sheets and bake for about 24 minutes (until golden brown on top)
- serve with fresh salsa
