Unroll the pastry and take out one sheet at a time, keeping the remainder covered under a tea towel. Cut the pastry into 4 long strips, brush with melted butter, then place a wedge of Brie at the top of each strip. Fold pastry over, then over again to encase the Brie, as you would a samosa, into a triangle. Dip one side of the pastry into the beaten egg, then into the chopped pecans. Put on a baking tray, then repeat with the remaining Brie, pastry, egg and nuts.