Preheat oven to 400 degrees. Line a baking sheet with parchment paper, set aside.
Place your puff pastry on a clean work surface and cut into squares. Lightly brush all squares with egg wash, then place one square on top of the other to make 16-18 stacks, each with 2 squares of pastry.
Place on prepared sheet, about 2 inches apart, and bake until puffed and golden, about 13-15 minutes. ( Check direction on your puff pastry package).
Remove baking sheet from oven and top each puffed square with a piece of brie cheese. Return to oven and bake until cheese melts, about 3 minutes. ( Keep an eye on your pastry, may only need a few minutes).
Place on a serving platter and top each with a small spoonful of cranberry orange relish and a small sprig of thyme for garnish. Serve immediately.