Thaw the puff pastry according to the package directions. Cut each sheet into 9 equal squares. You should have 36 squares.
Preheat oven to 400 degrees.
In a skillet heat olive oil over medium heat. Add garlic, shallot and pine nuts. Saute until veggies are soft, and the nuts are golden.
In a large bowl combine chicken with the remaining ingredients. Add the pine nut mixture and mix well.
Scoop a heaping tablespoon into the center of each square. Fold over into a triangle, and press the edges together. Use a fork to seal. Place in a lined baking sheet. Brush with the beaten egg.
Bake for 12-15 minutes until lightly golden brown.
Meanwhile, prepare the dipping sauce. In a bowl combine all of the ingredients, and mix well.
Serve turnovers immediately out of the oven along side the dipping sauce