Preheat oven to 425 degrees F. Cover Rectangle Baking Stone (or cookie sheet) with parchment paper. Place drained spinach on paper towels and press to remove excess moisture. Chop carrots and onion. Place spinach carrots, onion, mayonnaise and seasonings in a bowl. Shred cheese into bowl and mix well.
Lightly sprinkle flat side of large cutting board with flour. Using a rolling pin, roll one pastry sheet into a 12-inch square. (Wrap second pastry sheet in plastic wrap and refrigerate until ready to use). Cut rolled pastry sheet into sixteen 3-inch squares using a pizza cutter.
Using a small scoop, place a scant scoop of spinach mixture in center of each square. Flatten slightly with back of scoop. Combine egg and water. Using a pastry brush, brush egg mixture over cut lines in pastry and around outside edge of large square. For each appetizer, bring two opposite corners of each square up over filling, pinch together firmly and twist.
Place on baking stone or cookie sheet. Brush appetizers with egg mixture. Bake 17-18 minutes or until golden brown. Remove to serving platter. Repeat with remaining pastry sheet and spinach mixture. Serve warm.