Heat oven to 425 F.
Heat a small saute pan to medium-high heat; lightly coat with cooking spray. Reduce heat to low. Place the cranberries, orange, sugar and cinnamon stick in the pan and cook for about 10 minutes, stirring constantly until cranberries are soft and the mixture starts to thicken. Remove from heat and allow to cool. Remove the cinnamon stick and orange quarters.
Roll out each square of puff pastry. Place one cube of cheese and 1 teaspoon of cooled cranberry mixture onto each puff pastry square. In a small bowl, combine the water and egg white. Using a pastry brush, dab a small amount of the egg mixture onto the inside of the puff pastry. Pull one corner of the pastry at a time around the cheese and cranberry mixture like an envelope. Baste the top of the pastry with the egg mixture. Place the envelopes on a baking sheet and bake for 10 to 12 minutes or until golden brown.