Preheat oven to 375°F (190°C).
In a bowl, mix crumbled feta cheese, chopped fresh dill, and lemon juice until well combined.
Roll out puff pastry sheet on a lightly floured surface and cut into 3-inch squares.
Place a tablespoon of feta mixture in the center of each pastry square.
Fold the pastry over to form a triangle and press the edges with a fork to seal.
Brush the top of each foldover with beaten egg.
Place the foldovers on a baking sheet lined with parchment paper.
Bake for 15-20 minutes or until golden brown.
Remove from oven and let cool slightly before serving.