2 sheets frozen puff pastry, thawed, each sheet cut into 12 squares
1 large egg beaten to blend with 1 water
4 3.5-ounce bars bittersweet or milk chocolate, each cut into six 2×3/4-inch pieces
Line baking sheet with parchment paper. Brush top of each puff pastry square with egg glaze. Place 1 chocolate piece on edge of 1 pastry square. Roll up dough tightly, enclosing chocolate. Repeat with remaining pastry and chocolate. Place pastry rolls on baking sheet, seam side down.
(Can be made 1 day ahead. Cover pastries with plastic wrap and refrigerate. Cover and refrigerate remaining egg glaze.)
Preheat oven to 400°F.
Brush tops of pastry rolls with remaining egg glaze. Sprinkle lightly with sugar.
Bake until pastries are golden brown, about 15 minutes. Serve warm or at room temperature.