Preheat the oven to 400°F.

Halve, core and seed all of your Jalapenos.

In a medium-sized bowl, mix together the cream cheese and cheddar cheese until well-combined. Fill each jalapeño pepper with the cheese mixture. Then, top each cheese-filled jalapeño pepper again with the cocktail wieners.

In a small bowl, whisk the egg.

On a lightly floured surface, unroll 1 puff pastry dough sheet. Cut it into 6 equal strips, and then cut those strips in half, cross-ways, to create 12 equal-sized pieces. Roll each stuffed pepper piece in 1 puff pastry strip. Place the wrapped jalapeño pieces on the prepared baking sheets. Repeat until all no jalapeño pieces or puff pastry remains.

Brush the puff pastry tops with the egg and sprinkle lightly with salt. Bake until browned, about 25 to 30 minutes.