In a mixing bowl, combine pumpkin puree, brown sugar, granulated sugar, ground cinnamon, ground nutmeg, and vanilla extract. Stir until smooth and creamy. Chill for 15-30 minutes.

Thaw puff pastry sheets and roll each into a rectangle approximately 10x12 inches. Slice into 12 equal rectangles.

Place about a tablespoon of the pumpkin filling in the center of each pastry rectangle. Fold over to create pockets and seal edges.

Preheat oven to 400°F (200°C). Place twists on a baking sheet and brush with egg wash. Bake for 15-20 minutes until golden brown.

Let cool on a wire rack for a few minutes before serving. Enjoy warm or at room temperature.