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Heat oven to 220C/200C fan/gas 7. Unwrap the cheeses and slice each in half horizontally through the centre to make 4 rounds. Cut each round into 8 to give 32 wedges in total.
Unroll the pastry and take out one sheet at a time, keeping the remainder covered under a tea towel. Cut the pastry into 4 long strips, brush with melted butter, then place a wedge of brie at the top of each strip. Fold pastry over, then over again to encase the brie, as you would a samosa, into a triangle. Dip one side of the pastry into the beaten egg, then into the chopped pecans. Put on a baking tray, then repeat with the remaining brie, pastry, egg and nuts.
Bake the bites for 8-10 mins until golden. Remove from the oven and allow to stand for 2 mins before drizzling with honey to serve.