1. .Heat oil in a skillet over high heat; add in onion; stir/saute 3 minutes.
2. Add in beans, pumpkin, cilantro, cumin, and cayenne; cook about 3 minutes, until mixture is warmed through; remove from heat.
3. Using the back of a fork, mash bean filling to coarse paste; season with salt; cool.
4. Preheat oven to 425°.
5. Roll out each puff pastry sheet on a lightly floured surface to a 14-inch square.
6. Cut each into 9 squares; place 1 heaping tablespoons bean filling in center of each square.
7. Sprinkle each mound of filling with cheese.
8. Brush edges of squares with egg glaze; fold 1 corner over filling to opposite corner, forming a triangle; using fork, seal crust edges.
9. Arrange pastries on rimmed baking sheet; brush with egg glaze.
10. Bake about 15 minutes, until golden brown; serve warm.