Heat oven to 400 degrees F. Place puff pastry on a lightly floured working surface. Sprinkle the pastry with a little more flour and roll out to form a 12 inch square. Brush away any excess flour and trim edges to make a perfect square.
Cut puff pastry into nine 3 1/2 inch squares and transfer them to a parchment lined baking sheet.
In a small bowl, whisk together egg yolk and heavy cream. Brush a little of the egg wash along 2 adjacent edges of each square. Place a piece of chocolate just below the center of each square and fold down unwashed edges to enclose chocolate and form a triangle. Using your fingers, gently press puff pastry edges together to seal.
Place baking sheet in freezer for 25 minutes, or until pastry is chilled. Remove from freezer. Brush pastry tops with remaining egg wash. Bake until puffed and golden (15 minutes).