In a mixing bowl, combine the crumbled feta cheese, finely chopped green onions, and the lightly beaten egg. Mix until all ingredients are well combined.
On a lightly floured surface, roll out the thawed puff pastry just a bit to smooth it out.
Using a knife or a pizza cutter, divide the rolled-out pastry into squares, approximately 4 inches by 4 inches.
Place a generous spoonful of the feta and green onion mixture in the center of each pastry square.
Fold the pastry squares over the filling to create triangles. Use a fork to crimp the edges, ensuring they are sealed tightly.
Brush the tops of the sealed pockets with the beaten egg yolk mixed with water.
Preheat your oven to 400°F (200°C). Line your baking sheet with parchment paper and place your filled pockets on it. Bake for 20-25 minutes, or until they are puffed and golden brown.