Heat a deep non-stick pan on medium. Add the jaggery and cook on low setting for 1 to 2 minutes or till the jaggery melts, while stirring continuously.
Add the coconut, saffron strands, cardamom and nutmeg powder. Mix well. Cook on a medium setting for 4 to 5 minutes or till all the moisture evaporates and the mixture thickens. Keep aside to cool slightly. ( This stuffing can be made a few days in advance and refrigerated until ready to be used.)
Prepare the Coconut Puff Pastry Triangles
Unroll the thawed puff pastry. You will most likely get three parts. Use a rolling pin and roll the pastry so it flattens properly. Using a knife, cut along those lines to divide the pastry into 3 parts.
Cut each part into 4 small squares. Add 1-2 tablespoons of the filling in each of the center, leaving an inch from both sides. Fold one side of the pastry in the middle and bring it over to the other side to make a triangle.
Seal all the edges by pressing over it. You can use a fork and press along the sides for a ridge like design. repeat the process and make 12 pastries.
Air Fry / Baking
Arrange the stuffed puff pastries on a greased baking sheet or air fryer basket in a single layer. Do not over crowd them.
Air Fryer : Air Fry at 350 degree Fahrenheit for 15 minutes , turning and flipping halfway through. Puff pastries should be golden brown on both sides. Remove promptly and serve ! enjoy !
Oven Baking : If you want to bake these instead, preheat the oven at 400 degree Fahrenheit. Put the baking sheet in the middle rack and bake for 12-15 minutes. Flip and turn them midway to ensure even baking. Remove once they are golden brown. Serve and enjoy !