Combine first 4 ingredients in a food processor; pulse until combined. Stir in chives and pecans; set aside.
Combine egg and 1 teaspoon water; set aside.
Roll 1 sheet of pastry into a 12-inch square on a lightly floured surface.
Cut into 36 (2-inch) squares.
Spoon a level 1/2 teaspoon trout mixture into center of each square; brush edges of pastry with egg mixture. Fold each square of pastry into a triangle; seal edges.
Brush tops with egg mixture.
Place pastries on an ungreased baking sheet. Repeat procedure with remaining pastry and filling.
Bake at 425 for 10 to 12 minutes or until puffed and golden.