Thaw the puff pastry at room temperature by taking it out of the box and unwrap the paper wrapper. Leave it out for 30 minutes.
Preheat oven to 425 degrees F. Line a large baking sheet with parchment paper.
Stack the puff pastry together on parchment-lined baking sheet and cut into the shape of a tree. Using the scrap, cut a small star to put on top. Cut slits on both sides.
Separate the pastries and spread Nutella on the bottom part of the puff pastry. Sprinkle almonds evenly.
Put the top part of the pastry on top of the Nutella. Twist each slit twice and gently push the ends.
Put the star on top. Brush the surface with egg yolk that is mixed with a little bit of water.