Over medium heat, in a saucepan with extra virgin olive oil, sautè the garlic and anchovies, if using. When the anchovies have melted (or if not using, immediately add the kale), cook the kale until the leaves are wilted, about 15 minutes. Sprinkle with pepper. If it is becoming too dry, add a little bit of extra virgin olive oil. When cooked, set aside.
Preheat the oven to 395 degrees F.
Divide the puff pastry into 9 equal square pieces. Discard one because you will be needing 8 only.
Place the spoonfuls of kale at the center of each of the 4 puff pastry squares. You will be using the other 4 as covers.
Top with a slice of cheese each.
Use the other 4 square puff pastries to cover the ones with the kale filling.
Using the tines of the fork, press all the sides of the puff pastries to seal them. Prick the top parts too.
In a small bowl, whisk the egg then brush it on top of the hand pies.
Place the hand pies on a parchment-lined baking pan and bake for 15 minutes or until golden brown.