How to Make It
Place sweet potato cubes in a small saucepan; add cold water to cover by 2 inches. Bring to a boil over high; reduce heat to medium-low, and simmer until potatoes are fork-tender, about 10 minutes. Drain; transfer to a medium bowl. Let cool completely, about 30 minutes. Add feta, dill, olives, salt, and 2 tablespoons of egg; mash mixture with a fork until almost creamy (some lumps are OK).
Preheat oven to 400°F. On a lightly floured surface, roll 1 pastry sheet into a 12-inch square. Cut sheet into 16 (3-inch) squares. Transfer squares to a parchment paper–lined baking sheet. Whisk together 2 teaspoons water and remaining beaten egg (about 2 tablespoons) in a small bowl. Spoon a scant 2 teaspoons sweet potato mixture onto center of each square; brush edges lightly with egg wash. Fold each square over to make a triangle. Using the tines of a fork, crimp edges to seal. Transfer to a second parchment paper–lined baking sheet. Repeat rolling and filling procedures with remaining puff pastry sheet and remaining sweet potato mixture. Lightly brush tops with remaining egg wash; sprinkle with sesame seeds. Refrigerate on baking sheets 15 minutes.
Bake on same oven rack in preheated oven until golden brown, about 25 minutes, rotating baking sheets (front to back) halfway through baking. (If pans don’t fit on same rack, bake separately.)