I haven't made these, however last week I made some sausage rolls (and used bought puff pastry sheets). I cooked them over two days and the first day I brushed them with egg and the second day I didn't have an egg so I brushed them with a little melted butter. The pastry was straight out of the freezer both days, and I rolled them and cooked them straight away. I couldn't believe the difference in the texture of the pastry for such a small variation. The ones with melted butter kind of were more flaky, light and melt in your mouth kind of thing. So I would give some a go with melted butter if it was me.
Debbie