Preheat the oven to 350 degrees F. Cut the puff pastry into desired shapes. (making sure you have two pieces that are alike to build the sandwich) Using a box grater, grate each cheese. Slice the broccoli into thin slices. Place whatever type of filling you wish in the center of one piece of puff pastry, like ham and cheese, or tomato sauce, pepperoni and cheese or broccoli and cheese (fill each pocket with a good amount of the filling). Place the other piece of puff pastry on top of the filling. Using your hands, lightly press the pastry around the filling. Using a fork, press the edges of the pastry together. This will seal the pockets tightly. Place the pockets on parchment-lined baking sheet. In a mixing bowl, whisk the eggs and water together. Using a pastry brush, lightly brush each pocket with the egg mixture. Bake until golden brown, about 12 to 15 minutes. Serve warm.