Heat oven to 400°F. Remove stems from mushrooms. Fill each mushroom with 1/2 teaspoon cream cheese.
On lightly floured surface, roll puff pastry to 15x10-inch rectangle. Cut into 24 (2 1/2-inch) squares.
For each bundle, place 1 filled mushroom in center of 1 pastry square. Draw 4 corners up to form small bundle; firmly pinch center to form small knob. Place on ungreased cookie sheet. Brush bundles with egg.
Bake at 400°F. for 12 to 15 minutes or until golden brown. Cool 5 minutes before serving.