Roughly grate Gouda. Crumble the feta in a bowl and mix with Gouda, mint and basil, season with pepper. Separate the egg.
Preheat the oven to 200 °C. Roll out puff pastry rolls on a worktop and divide each roll into two halves. Place the feta cheese mixture in the middle of each half. Wrap the halves into packets and brush with some egg yolk.
Bake the parcels for about 15 minutes in a hot oven until golden brown. Sprinkle the ready-baked puff pastry pockets with honey and sprinkle with sesame seeds while they are still hot.