Remove puff pastry from packaging and allow to thaw

Preheat oven to 400 degrees and line a cookie sheet with parchment paper

In a large bowl, mix together the pumpkin, sugar, and pumpkin pie spice

Set aside

In a small bowl, mix together the egg and cold water

Set aside

Place a sheet of puff pastry onto a piece of parchment paper

Spread about 1/4 C of the pumpkin mixture onto the puff pastry sheet

Roll the puff pastry sheet into a log

Using a sharp knife, cut down the center of the puff pastry sheet, leaving 1 1/2 inch not cut at the top

Twist the two pieces into a braid by folding them over each other

Twist the pastry into a circle and connect the ends by pressing them together

Place onto a cookie sheet

Repeat steps with remaining pastry sheets

Brush egg mixture onto each pumpkin pastry

Bake in the preheated oven for 35 minutes or until golden brown

Remove from oven and allow to cool for 5-10 minutes before enjoying.