In a small bowl, blend feta cheese, green onions, and egg. Cut pastry into 12 (3 inch) squares. Place a mounded tablespoon of feta mixture in the center of each square. Moisten edges with water, and fold pastry over filling to form a triangle. Press edges together firmly with a fork to seal. Lightly brush pastries with the egg yolk mixture.
Bake for 20 minutes in the preheated oven, or until golden brown. Serve warm or at room temperature.