Pull puff pastry from the freezer about an hour before planning on baking. Take puff pastry sheets out of the package and out of the paper and leave them on a large cutting board to thaw.
Peel, core, and dice apples.
In a sauce pot, combine apples, cranberries, lemon juice, sugar, and nutmeg. Set heat to medium. Mix well and cover.
Cook covered just until apples and cranberries give out juice. Take off the lid, mix, and cook uncovered until apples are completely cooked and most juice is cooked out. Take off heat and let the mixture cool to room temperature.
Preheat oven to 400 and lightly grease a 12-cup muffin pan. (You can use two at a time.)
Cut rind off Brie and chop cheese into small pieces. Mix cheese pieces with apple cranberry mixture.
Roll puff pastry a little bit (just a little) and cut the sheets into 9 squares each.
Place each square into the muffin cup, forming a little cup out of the pastry square.
Fill each pastry square with about 2 tablespoons of apple cranberry Brie mixture.
Bake for 17-19 minutes, until pastry is golden-brown.