Roll out the puff pastry sheet on a lightly floured surface and cut into 16 equal squares (about 2x2 inches each).
Place a piece of brie in the center of each pastry square. Top each with about ½ teaspoon of cranberry sauce and a few chopped nuts.
Fold the corners of each square up and over the filling, pinching gently to seal. Don't worry if they're not perfect—rustic is charming!
Brush each pastry with beaten egg to get that beautiful golden color.
Preheat air fryer to 350°F. Cut parchment paper to fit your air fryer basket and poke a few holes in it for air circulation.
Place pastries on the parchment in a single layer, leaving space between each. Cook in batches for 10-12 minutes until golden brown and puffed.
Remove carefully and drizzle with honey while still warm. Garnish with fresh thyme if desired. Let cool for 2-3 minutes before serving (that cheese is lava-hot!).