Lightly flour a work surface and roll out both puff pastry sheets into 12-inch squares. Lay half of 1 sheet over a 12-compartment ice cube tray (the other half of the sheet will hang off the tray) and gently use the back of your fingers (or the handle of a wooden spoon) to press the pastry down into each compartment of the tray. Repeat with the remaining pastry sheet and a second ice cube tray.
Fill each ice cube compartment with 1 piece of brie, 1 teaspoon pecans, 1 red grape half and a pinch of black pepper.
Brush the top of the pastry that is hanging off the ice cube tray with egg and fold it over the compartments to cover the fillings. Trim the excess pastry around the edges of the tray, then press the dough together with your fingers to seal. Freeze the ice cube trays for 15 minutes.
Position a rack in the center of the oven and preheat to 400 degrees F.
Use your fingers to gently loosen the puff pastry from the ice cube trays then flip out onto a cutting board. Cut in between each brie bite to separate. Use a fork to crimp the edges of each bite.
Line a large baking sheet with parchment. Put the bites on the baking sheet, brush the egg on the tops and sprinkle with pepper.
Bake, rotating the baking sheet about halfway through, until the brie bites are puffed and golden brown, about 25 minutes. Let cool for 5 minutes on the baking sheet before serving.
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