Sprinkle steaks with salt, cumin and pepper. In a large nonstick skillet coated with cooking spray, brown steaks on both sides; remove and keep warm. In a small bowl, combine cream cheese and chilies; set aside.
On a lightly floured surface, roll pastry into a 16-in. x 12-in. rectangle. Cut into two 12-in. x 8-in. rectangles. Place a steak on one side of each rectangle; top with cream cheese mixture. Fold pastry over meat; seal seams. Place seam side down on a rack in a shallow baking pan.
Combine egg and water; brush over pastry. Bake at 400° for 18-22 minutes or until meat reaches desired doneness (for medium-rare, a meat thermometer should read 145°; medium, 160°; well-done, 170°). Let stand for 5 minutes. Serve with salsa if desired. Yield: 2 servings.