For the puff pastry, defrost the dough according to package directions. Drain the pollock, season with onion, cucumber, capers and horseradish.
Roll out pastry sheets, wheel out squares of about 11 x 11 cm. Pour the filling onto the dough pieces, brush the edges with water, fold the dough into pockets and press lightly at the edges.
Place on a tray rinsed with water. Dilute the yolk with a little water and brush the pockets with it. Bake in the preheated oven at 225 °C for about 10-15 minutes.