Preheat your oven to 400°F (200°C).
In a medium bowl, mix the softened cream cheese and shredded cheddar until well combined.
Fold in the chopped nuts and minced chives into the cheese mixture.
Roll out the thawed puff pastry on a floured surface and cut it into squares (about 3x3 inches).
Place about a tablespoon of the cheese mixture in the center of each puff pastry square.
Fold the pastry over the filling to create triangles and seal the edges with a fork.
Transfer the prepared bites to a baking sheet lined with parchment paper.
Brush the tops of the bites with an egg wash for a golden finish.
Bake the bites for 15-20 minutes or until golden brown and puffed up.
Remove from the oven and let cool slightly before serving with extra hot pepper jelly on the side.