Preheat oven to 400°F and lightly flour a work surface.
Unfold one puff pastry sheet and cut out six 3-1/4 inch circles; place on parchment-lined baking sheet.
Cut six more 3-1/4 inch circles from remaining pastry sheet, then cut out centers with a 2-1/2 inch cutter to make rings.
Layer the rings onto the six whole circles on the baking sheet; place the center circles separately on the sheet.
Whisk egg and water in a small bowl and brush over all pastries; chill for 15 minutes.
Bake pastries for 20 to 25 minutes until dark golden brown; cool on a wire rack.
Meanwhile, cook bacon in a large skillet over medium heat until crisp; drain on paper towels.
Discard all but 1 tablespoon of bacon drippings; add leeks and yellow pepper and cook over medium-high heat until tender, about 5 to 7 minutes.
Reduce heat to low; stir in cooked bacon, chicken, cream cheese, salt, and pepper until well blended; remove from heat.
When pastries are cool enough to handle, hollow out centers and fill with chicken mixture.
Garnish with minced parsley and additional ground pepper; serve with the small center pastry rounds on the side.