Preheat the oven to 400℉. Line a large baking sheet with parchment paper or a silpat mat.
In a medium skillet, cook the bacon until crispy. Remove to paper towels to drain, then crumble. Remove all of the bacon fat from the skillet except for 1 tablespoon.
Add the mushrooms and onions to the skillet and saute over medium heat until softened. Stir in cream, Dijon and salt/pepper. Cook until reduced slightly and thickened. Set aside to cool a bit.
Assemble the pastries: Cut each sheet of Puff Pastry into 4 equal squares. Divide the mushroom mixture between 4 squares. Top with turkey, bacon and Swiss cheese. Roll out each of the remaining Puff Pastry squares so they're a little bit larger (or just use your fingers to press and stretch them). Place the second piece over the top of each with filling. Use a fork to seal the edges to form "pockets." Brush each square with egg wash and use a knife to poke a few slits in the top for steam to escape while baking.
Bake for 20 minutes, or until golden brown. Serve immediately.