Defrost puff pastry slices at room temperature for about 20 minutes. Peel and finely dice the onion. Peel garlic and press it through a garlic press. Wash oregano and dab dry.
Put something aside for garnishing. Chop the remaining oregano. Cut olives into rings. Heat oil in a pan. Fry the minced olives in it until crumbly. Add onion and garlic and fry briefly. Add chunky tomatoes, bring to the boil and simmer for about 5 minutes.
In the meantime, sheep's cheese is crumbling. Season with salt and pepper. Fold in olive rings and oregano. Leave to cool. Place the puff pastry slices on top of each other. Roll out to a rectangle (20 x 40 cm) on a well floured work surface and cut into 8 squares (10 x 10 cm).
Separate the egg. Brush edges of dough with egg white. Place some minced filling on each square, fold into a triangle and press the edges firmly with a fork. Place the triangles on a baking tray lined with baking paper.
Stir egg yolk and 1 tablespoon of milk until smooth. Brush corners with it. Bake in the preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: level 3) for 13-15 minutes until golden brown. Arrange warm puff pastry corners, garnish with oregano and serve immediately.