Thaw puff pastry sheets according to package instructions. Preheat oven to 375° F.
Unfold puff pastry sheets into thirds. Cut each third into 12 equal squares to make 48 squares.
Grease two mini muffin tins; press each puff pastry square into muffin cup. Bake 8-10 minutes.
While puff pastry is baking, prepare cranberry sauce. Add bag of cranberries into saucepan. In pan over low heat, combine sugar, one strip orange or lemon zest and water; cook, stirring occasionally, until sugar dissolves and cranberries are soft, about 10 minutes. Increase heat to medium and cook until cranberries burst, about 12 minutes. Reduce heat to low. Add sugar, salt and pepper, to taste; let cool slightly and reserve.
Remove puff pastry from oven and press center of each cup in with end of wooden spoon. Fill center of each puff pastry cup with chicken salad, 1/2 teaspoon cranberry sauce and one piece Brie cheese.
Bake just before serving 5-7 minutes, until Brie is melted.
Top with chopped walnuts and minced sage. Serve warm.