Place chicken in Dutch oven with enough water to cover it. Add the onion, and garlic powder. Throw in the bay leaves. Boil until chicken is done. Drain remove bay leaves and shred chicken.
While chicken is cooking add oil to saucepan and saute shallots and mushrooms until softened and browned. Set aside. Drain and chop the roasted red peppers. Set aside
Once the chicken is shredded place it back into the pot and add the shallot mushroom mixture with the roasted red pepper , mascarpone, Velveeta, and worcestershire. Cook until the cheese is melted.
Roll out the pastry dough and cut each into 4 squares. You will have a total of 8 squares. Add 1/2 cup of the mixture to the middle of each square. Brush the ends with the beaten eggs. fold up ends and press sides together cut off and discarding any extra dough. Score the dough and brush the entire things with the egg.
Preheat oven 350 degrees Line a baking sheet with parchment paper or a slip mat. Place the puff pastries on the sheet and bake until golden brown about 20 minutes.