Roll out 1 sheet of cold puff pastry to an 11” x 11” square. Using a 3” round cookie cutter or similar-sized glass or bowl, cut out (9) 3” circles of pastry, and set on a parchment-lined baking sheet. Spoon 1 tablespoon of peanut butter filling and 1 teaspoon of grape jelly in the middle of each round. In a small bowl, whisk together the egg with a splash of milk (this is an egg wash). Brush the egg wash on the edges of the rounds (around the filling). Roll and cut the remaining sheet of puff pastry using the same method above. Place these rounds over the filled rounds to form the pie. Using a fork, crimp the edges of each round to seal up the pies. Transfer the baking sheet to the freezer, and let the pies chill for 30 minutes to 1 hour.