Cut a lengthwise slit in each chicken breast to within 1/2 in. of the other side; open meat so it lies flat. Cover with plastic wrap; pound to flatten to 1/8-in. thickness. Remove plastic wrap. Sprinkle salt and pepper over chicken.
In a small saucepan, bring 1 in. of water to a boil; add spinach. Cover and cook for 1-2 minutes or until wilted; drain. Place five spinach leaves on each chicken breast. Spoon 2 tablespoons of cream cheese down the center of each chicken breast; sprinkle with walnuts. Roll up chicken and tuck in ends.
Unroll puff pastry; cut into eight portions. Roll each into an 8-in. x 7-in. rectangle. Combine egg and cold water; brush over edges of pastry. Place chicken at one short end; roll up tightly, tucking in ends.
Place on a greased 15-in. x 10-in. x 1-in. baking sheet. Bake at 350° for 25-30 minutes or until meat is no longer pink. Yield: 8 servings.