Preheat the oven to 400°F (205°C) and line the baking sheet with parchment paper.

Heat the cooking oil in the skillet over medium heat and sauté the yellow onion with the green bell pepper for 4–5 minutes.

Add the 85/15 ground beef and break it apart with the spatula until browned.

Stir in the paprika, garlic powder, and kosher salt. Cook for 30 seconds.

Add the tomato sauce, ketchup, yellow mustard, Worcestershire sauce, and brown sugar. Stir until combined.

Simmer the filling for 5–8 minutes until thick and jammy, then remove the skillet from heat.

Let the sloppy joe filling cool completely before assembling the pastries.

Combine the softened butter, fresh garlic, fresh parsley, and a pinch of kosher salt in the mixing bowl.

Lay the puff pastry sheets on the prepared baking sheet and divide each sheet into two equal pieces.

Spoon one-quarter of the cooled sloppy joe filling onto one side of each pastry piece, leaving a border around the edges.

Top each portion of filling with one-quarter of the shredded Colby Jack cheese.

Beat the egg in the mixing bowl and brush the pastry edges with the egg wash.

Fold each pastry over the filling and seal the edges firmly with the fork.

Cut 2–3 small vents in the top of each pastry and brush the tops with the remaining egg wash.

Bake for 20–25 minutes until the pastries are deep golden brown and puffed.

Cover the pastries loosely with parchment paper if their tops brown too quickly.

Brush the hot pastries with the garlic butter and rest them for 5 minutes before serving.