Preheat oven to 400ºF.
Line a baking sheet with parchment or waxed paper.
Thaw the pastry at room temperature for 20 to 30 minutes before gently unfolding. With a sharp knife, divide the pastry in half. Cut each pastry half into 4 equal triangles. With the tip of a sharp knife, make a 1/4 –inch score on all edges of the triangles, being careful not to cut all the way through. Put them on the prepared baking sheet and brush the tops lightly with the beaten egg. Bake until golden brown, 8 to 10 minutes. Set aside to cool while preparing the shrimp.
Season rock shrimp with Creole seasoning.
In a large skillet over high heat, sauté rock shrimp in olive oil for 2 to 3 minutes, until most of the liquid released by the shrimp has evaporated. Add green onions, Worcestershire and hot pepper sauce and cook for 1 minute. Add the cream, bring to a boil and reduce heat to a simmer. Cook until reduced by half and sauce covers the back of a spoon, about 4 to 6 minutes. Add butter and whisk thoroughly to combine, about 1 minute.
With the tip of a knife, carefully remove the top of each pastry. Divide shrimp and sauce between pastries, cover with reserved tops and serve.
Yield: 8 servings