Frozen puff pastry can be found in the freezer section of most supermarkets.
Preheat oven to 400 degrees. Place puff pastry on a lightly floured work surface. Sprinkle pastry with a little more flour, and roll out to form a 12-inch square. Brush away excess flour, and trim edges to make a perfect square.
Cut puff pastry into nine 3-inch squares, and transfer them to a parchment-lined baking sheet. Discard excess.
In a small bowl, whisk together egg yolk and heavy cream. Neatly brush a little of the egg wash along two adjacent edges of each square. Place a piece of chocolate just below the center of each square, and fold down unwashed edges to enclose chocolate and form a triangle. Using your fingers, gently but firmly press puff-pastry edges together to seal.
Place baking sheet in freezer for 20 minutes, or until pastry is chilled. Remove from freezer, and brush tops liberally with remaining egg wash. Place in oven, and bake until triangles are puffed and golden brown, about 15 minutes.