Preheat your oven to 400°F (200°C).

Roll out the puff pastry sheets on a lightly floured surface.

Cut each puff pastry sheet into squares, about 4x4 inches.

Prepare the filling by combining the roast beef, shredded Swiss cheese, and Worcestershire sauce in a bowl.

Place a generous spoonful of the beef mixture in the center of each pastry square.

Fold the corners of the pastry over the filling and seal with the beaten egg.

Place the filled squares on a baking sheet lined with parchment paper.

Brush the tops of each pastry square with the remaining beaten egg.

Bake for 20-25 minutes, or until golden brown.

While the squares are baking, prepare the dipping sauce by simmering the beef broth with salt and pepper to taste.

Remove the squares from the oven and let cool slightly before serving.