Pre-heat the oven to 180ºC/350ºC and line a baking sheet with parchment paper.
If necessary, roll the puff pastry out into a thin rectangle. Cut the pastry into 6 even squares.
Place a slice of prosciutto onto each pastry square then top with a few asparagus spears and a slice of brie. Fold and pinch two corners together to form a bundle. Place the bundles onto the prepared baking sheet.
Brush with beaten egg and place in the oven.
Allow to bake for 15-20 minutes until the asparagus is cooked and the pastry is golden brown and puffed.
Remove from the oven and allow to cool for 10 minutes before serving.