On silicone baking mat, or floured surface, roll out puff pastry into a 12x12 inch square. Cut into 9 equal square shapes.
In bowl, whisk together cream cheese and ½ cup of Nutella until smooth and evenly mixed.
Drop 1 Tbsp of cream cheese/Nutella mixture into the corner of puff pastry. Leave a small edge on the puff pastry so when you fold the squares over the edges can be crimped together. Fold opposite side of the square over the Nutella/cream cheese mixture. Using a fork dipped in flour press the edges of the turnovers with the tines of the fork to seal the edges together.
Places the turnovers onto a baking sheet lined with parchment or a silicone baking sheet. In small dish, whisk together egg and water to make an egg wash. Brush each turnover with the egg wash.
Bake for about 25 minutes or until golden brown. Allow to cool on a wire rack. Sprinkle with powdered sugar and drizzle with additional warmed Nutella. Serve warm.