Cut the puff pastry sheets into 5-inch squares. Set aside in the refrigerator. Pre-heat your oven to 200 degree Celcius.
For the béchamel sauce: Melt butter over medium heat in a saucepan. Add flour and salt, nutmeg & pepper. Cook, stirring frequently, until the mixture becomes pale golden with a slightly nutty aroma.
Pour warm milk in 2 steps, stirring constantly with wooden spoon and whisk until smooth. Cook the mixture, stirring constantly along the bottom of the saucepan, until boiling, for about 7 minutes.
Reduce heat to low. If you still have lumps, use your immersion blender.
Stir in the mix vegetables and cook for 1 minute. Add pulled pork and cheese and stir well. Set aside.
Arrange the puff pastry squares on a baking sheet lined with parchment paper. Dollop 1 or 2 tablespoons of the béchamel mixture top with grated cheese and close the pockets by folding the corners towards the centre.
Make an egg wash using an egg and 1 coffee spoon of cold water. Brush the puff pastry and bake in the oven for 20 minutes, until puffed and golden. Serve immediately with a crisp salad.