Combine 1 cup boiling water and apricots in a medium bowl, and let stand for 10 minutes. Drain in a colander over a bowl, reserving 2 tablespoons soaking liquid. Place apricots, reserved soaking liquid, walnuts, honey, juice and cinnamon in a food processor; pulse until coarsely ground. Add cheese to processor; pulse 3 times or until blended.
Place one sheet pastry dough on a work surface lightly dusted with flour. Gently roll into a 12 1/2 square. Cut dough into 25 square, 2 1/2 each. Top each dough piece with about 1 teaspoon apricot mixture. Working with one dough piece at a time, bring corners up to the center and pinch closed. Place the angels on a baking sheet lined with parchment paper. Repeat procedure with remaining dough and apricot mixture. Brush angels evenly with egg. Bake at 400 degrees for 15 minutes or until golden.