Thaw pastry sheets at room temperature 30 minutes. Preheat oven to 400 F. Mix 1 egg and water and set aside. Mix remaining eggs, cheese, spinach, onion and parsley and set aside.
Unfold pastry on lightly floured surface. Roll each sheet into a 12-inch square and cut each into 16 (3-inch) squares. Place 1 tablespoon spinach mixture in center of each square. Brush edges of squares with egg mixture.
Fold squares to form triangles. Press edges to seal. Place 2-inches apart on baking sheet. Brush with egg mixture.
Bake 20 minutes or until golden. Servewarm or at room temperature.