Preheat your oven to 200°C (390°F). Line a baking sheet with parchment paper to prevent sticking.
Unfold the puff pastry sheet onto a lightly floured surface and gently roll it out to smooth any creases, about 1/8 inch thick.
Use a sharp knife or pastry cutter to cut the pastry into squares or circles, depending on your preference.
In a skillet, sauté the sliced shallots over medium heat until they turn golden brown and sweet, about 8-10 minutes. Set aside to cool slightly.
Mix the goat cheese with the caramelized shallots until well combined, creating a flavorful filling.
Spoon or pipe a small amount of the goat cheese mixture onto the center of each pastry shape, leaving a border for sealing.
Top the filling with crumbled chorizo and grated cheddar cheese for a spicy, cheesy punch.
Fold the pastry over the filling to form a pocket or layer, then seal the edges by brushing with beaten egg wash and pressing gently.
Arrange the assembled pastries on the prepared baking sheet and brush the tops with the remaining egg wash for a shiny, golden finish.
Bake in the preheated oven for 15-20 minutes, or until the pastries are puffed and golden brown with a crispy exterior.
Remove from the oven and let cool slightly before serving. The flaky layers should be crisp, with a warm, oozy center.