Preheat the oven to 400 degrees F (200 degrees C).

Unfold puff pastry sheets on a lightly floured surface; cut each sheet into thirds along fold lines. Roll out each dough strip to about 16 inches long; cut strips into thirds.

Spread about 1 teaspoon hazelnut spread onto one half of 1 rectangle to within ½ inch of edge. Spread about ½ teaspoon raspberry jam over hazelnut spread. Brush edges with egg; fold over other side to enclose the filling. Press edges firmly to seal. Repeat with remaining rectangles, hazelnut spread, and jam. Cut 5 slits across top of each pastry using a sharp knife; place onto baking sheets, spaced 2 inches apart.