Thaw the puff pastry for at least 40 minutes. Pastry should still be cold but soft to the touch.
While the pastry is thawing, work on the filling. On medium high heat, saute the sausage in a pan until browned and set aside. This should take around 4-5 minutes.
In the same pan lower temperature to medium. Melt 2 tbsp butter. Whisk in 2 tbsp of flour and cook for 1-2 minutes or until a smooth, brown roux forms (don't burn it!)
Add okra, onion and bell peppers and cook until softened about 3-5 minutes. Add in minced garlic and cook for another minute.
Gradually stir in 1 cup of chicken broth, simmer, and add spices until thickened (3-5 minutes) taste and adjust if needed. Stir in diced shrimp and sausage. Cook until shrimp turns pink. Let the filling cool.
Roll out puff pastry and cut into square or rectangle shapes. Gently flatten dough and brush the border with egg wash before adding the filling. Spoon cooled gumbo filling onto each piece of pastry leaving a small border around the edges.
Bake in preheated oven at 400 F for 15-20 minutes, until golden and puffed.
While pastries are baking make your shrimp topping using the reserved whole shrimps. Season shrimp with a bit of Creole seasoning and set aside. In a small pan, melt the remaining butter over medium high heat, once foamy add the shrimp. Cook for 1-2 minutes on each side and set aside.
Once the pastries are cooked, top with whole shrimp and brush with some of the butter sauce for extra flavor. Sprinkle with fresh parsley and enjoy!