Heat the oven to 400 degrees F. Unfold the pastry sheets on a lightly floured surface. Cut each pastry sheet into 4 (about 5-inch) squares.
Stir the vegetables, chicken and hoisin sauce in a medium bowl. Spoon about 1/4 cup vegetable mixture on the lower third of each pastry square. Fold 2 sides over the filling and roll up like a jelly roll. Place the filled pastries seam-side down onto a baking sheet. Brush the pastries with the egg and sprinkle with the sesame seeds, if desired.
Bake for 20 minutes or until the pastries are golden brown.