Preheat oven to 400 degrees.
In a medium sized saucepan, heat cherries and sugar on medium-low heat, stir well. Press the cherries down with the back of your spoon, mashing them slightly to release more of their juices. Simmer for 5 minutes, stirring frequently. Whisk corn starch and water together and add to cherries, stirring until thickened. Remove cherry preserves from heat and allow to cool completely.
Unroll refrigerated Puff Pastry Dough on enclosed parchment paper and place on a baking sheet. Using a pizza wheel or a sharp knife, cut dough into 8 pieces. On four of the pieces, lay a slice of brie and spoon about 2-3 tablespoons of cherry preserves on top of each.
In a small bowl, whisk the egg and water together. Brush the edges with egg wash and cover each square with a piece of remaining dough. Pinch the edges of pockets shut with a fork.
Brush the tops of each pocket with a light coating of egg wash and sprinkle with sugar. With a sharp knife, cut two slits into the tops of each pocket to allow air to be released.
Bake for 15-20 minutes or until lightly browned.