Preheat oven to 425 degrees. Line a baking sheet with parchment paper.
In a large pan, on medium to high heat add oil, red peppers, onions, and sauté for 2 minutes, add garlic sauté for 1 minutes, then add Spinach, reduce to medium heat, and cook until all the moisture is then reduced. Set aside in a bowl.
On a lightly floured surface, roll puff pastry out, into a rectangle, double the original size. Square edges, using a pizza cutter, cut into 8 squares.
Puff Pastry Assembly: Place two slices of Capocollo, add a scoop of spinach mixture, and 2 tbsp of cheese.
Take each side and fold to form edge, leaving centre exposed with filling.
Brush puff pastry with egg wash. Repeat for each.
Place in oven, until puff pastry is golden brown and puffed, about 12-15 minutes, then ready to serve.