Slice puff pastry squares diagonally so you have two smaller triangles. Set aside. Take the cut up shrimp and place half into the bowl for the Indian stuffing and half in the bowl for the Greek stuffing. Combine all ingredients for each type of stuffing in their respective bowls and mix well with spoon or hands.
Lay one diagonal pasty sheet on a wooden cutting board, spoon a small amount of either stuffing in the middle of the pastry sheet and then fold the sheet into a smaller triangle, pinching the edges to seal the shell. Take a fork and press the tines down on the finger-sealed edges to secure the hold.
Place stuffed pastry sheets on a cooking-spray coated baking sheet, align so you can get as many triangles on it as possible.
Mix one egg with a few drops of water, beat well. Brush egg mixture over the top of the prepared and stuffed pastry. Place in the oven, cook until pastry is puffed and golden, about 15-20 minute Check on the pastry often. Remove from oven, let cool at least 5 min and then serve with yogurt.