Thaw puff pastry for about 40 minutes, until it unfolds easily, but is still very cold.
Preheat oven to 400 degrees F.
Cut each sheet into thirds along the fold lines, and then in half the other directions. You will have 6 equal rectangles for each sheet.
Place about a tablespoon of Nutella or 1 oz of any other chocolate along the base of each rectangle. Roll up over the chocolate and place onto a lined baking sheet.
Beat egg and water together. Gently brush over each croissant.
Bake for 15-18 minutes until golden brown.
Remove from the oven and let cool for 5 minutes before dusting with powdered sugar