Preheat the oven to 425 degrees F. Spray a rimmed baking sheet with nonstick cooking spray and set aside.
In a medium bowl, mix together the mashed sweet potato, mascarpone, cinnamon, ginger and vanilla using a rubber spatula. Set aside.
On a lightly floured surface, roll out a sheet of puff pastry to 10-by-13 inches. Using a 3- inch round cutter, cut out 12 rounds from the first sheet of puff pastry. Working one at a time, use your fingers to slightly flatten and widen each round. Spoon a heaping teaspoon of the mashed potato filling into the middle of the round, brush a small amount of egg on one edge and stretch the pastry over the filling to make a half moon. Crimp the edges with your fingers to seal and place on the prepared baking sheet. Continue with the remaining rounds and half the filling, leaving 1 inch between puffs, and then cut and fill 12 rounds from the second sheet of puff pastry.
Brush the tops of each pastry with some beaten egg and sprinkle with some cinnamon-sugar. Use the tip of a knife to poke a hole in the center of each of the puff. Bake until golden brown and puffed, about 15 minutes. Serve hot.