Preheat oven to 200°C (375°F).
In a bowl, combine walnuts, gorgonzola and fig jam. Mix evenly.
Cut four (equal) squares from each sheet of puff pastry.
Place about a tablespoon of the gorgonzola mixture on the center of the puff pastry square.
Brush the sides of the pastry with egg white. Fold the pastry into a triangle. Press the sides of the triangle and then use a fork to seal them.
Place the pastry triangles in the refrigerator for 15 minutes to chill.
Brush the pastry triangles with egg whites.
Place the triangles in the oven for 15 to 20 minutes, or until the triangles have turned golden.
Take triangles out of the oven.
Serve. (NOTE: Be careful when they’re still PIPING hot, especially the filling!)