Preheat the oven to 400°F (200°C).
Roll out the puff pastry on a lightly floured surface.
Cut the pastry into squares (about 3x3 inches).
Place a small piece of brie on each pastry square, followed by a spoonful of cranberry sauce.
Fold the corners of each pastry square to the center and pinch to seal.
Brush the tops with the beaten egg and sprinkle with fresh thyme, if using.
Arrange the bites on a baking sheet lined with parchment paper.
Bake in the preheated oven for 18-20 minutes, or until golden brown.
Let cool for a few minutes before serving.