Line baking sheets with parchment paper.

In a medium bowl, toss together asparagus, oil, kosher salt, garlic powder, and pepper.

On a lightly floured surface, roll Rough Puff Pastry Dough into a 16½x12½-inch rectangle. Trim ¼ inch from all sides. Cut dough into 12 (4-inch) squares.

In a small bowl, whisk together egg and 1 tablespoon (15 grams) water.

Position 1 dough piece as a diamond, with one point toward you. Place about 6 asparagus spears in center of dough; top with 1 cheese piece. Fold one side of dough over filling to center; brush egg wash onto corner of dough on asparagus. Fold opposite side of dough over asparagus to center, gently pressing dough corners together. Brush egg wash onto pastry. Place on prepared pan. Repeat with remaining dough, remaining asparagus, and remaining cheese. Freeze pastries for 15 minutes.

Position oven racks in top third and bottom third of oven. Preheat oven to 400°F (200°C).

Bake until golden brown and cheese is melted, about 20 minutes, rotating pans between racks halfway through baking. Garnish with sea salt, pepper, and thyme, if desired. Best served warm. Refrigerate in an airtight container for up to 2 days.