Preheat your oven to 400 F.
Add the chicken, bay leaf, peppercorn and salt to a pan with 1 cup water. Bring to a boil and simmer for 10 minutes uncovered, mixing occasionally. The water should have mostly dried up, but if it hasn't increase the flame until only 1-2 tablespoons of water are left. Remove the bay leaf and peppercorn.
Add the laal mirch, garam masala and cream to the chicken and saute on a medium flame, breaking the chicken into smaller pieces as you mix. Cook for about 5 minutes, then turn off the flame and let the chicken cool.
Defrost your puff pastry halfway. It should be chilled but soft enough to roll out. Roll the puff pastry sheets so they are one inch wider and one inch longer. Use a sharp knife to cut each square into 8 rectangles, then cut each rectangle diagonally to create a triangle.
Place a tablespoon of filling on the wider part of the triangle, and roll into a croissant shape. Use a little water to secure the puff pastry.
Place the shaped patties onto a lined baking sheet. Beat the egg and carefully brush the patties in a thin layer of egg wash. Bake in a preheated oven for 15 minutes, or until puffed up and golden brown. Serve warm.