In a medium bowl, combine the ground almonds and powdered sugar. Add the rum extract and milk, then mix thoroughly until you have a moldable, slightly sticky filling. Tip: If it's too dry, add a little more milk.
On a lightly floured surface, roll out the puff pastry to a thickness of about 2 mm. Cut into 10x10 cm (approx. 4x4 inch) squares. It's important to keep the pastry cold – if it warms up, it will be difficult to shape.
Place a teaspoon of almond filling in the center of each pastry square. Fold in half to form a triangle, then press the edges together with a fork to seal. Make sure the filling doesn't reach the edges.
In a small bowl, whisk the egg, then brush it over the top of the samosas. This will ensure a golden brown, shiny finish during baking. TIP: You can dilute the egg with a little water to make it easier to brush.
Preheat the oven to 350°F (180°C) and place the samosas on a baking sheet lined with parchment paper. Bake for 18–20 minutes, or until golden brown. Watch them closely towards the end, as the filling can cause the tops to brown quickly.
Let the finished samosas cool for at least 10 minutes before serving, as the filling will be hot. They are best served warm, but they are also a pleasant textured dessert when cooled completely.
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