Begin by preheating your oven to 400°F (200°C) and prepare a baking sheet by lining it with parchment paper.

In a saucepan set over medium heat, combine the chopped rhubarb with granulated sugar, cornstarch, vanilla extract, and lemon juice. Stir the mixture occasionally for about 5-7 minutes until the rhubarb softens and the filling thickens. Once done, remove from heat and let it cool for a few minutes.

On a floured surface, gently roll out the thawed puff pastry sheets to eliminate any creases. Cut each sheet into 4 equal squares, yielding a total of 8 squares.

Spoon approximately 2 tablespoons of the cooled rhubarb filling into the center of each pastry square.

Fold each square diagonally to form a triangle, ensuring to press the edges firmly to seal. Use the tines of a fork to crimp the edges for an appealing design.

Brush the tops of the filled pockets with the beaten egg to achieve a beautiful golden finish upon baking.

Arrange the pockets on the prepared baking sheet and bake for 15-20 minutes, or until they rise and turn a lovely golden brown.

Once baked, let them cool slightly before optionally dusting with powdered sugar. These delightful pockets can be enjoyed warm or at room temperature.