Pre-heat oven at 400C.

Slice the brie horizontally in two halves.

Spray foiled cookie sheet with cooking spray.

In bowl, mix pecans and jam.

Cut puff pastry so as to be able to wrap the brie tightly.

Spread half the jam and pecan mixture in the center of the pastry.

Place the first half of the brie in the center, crust side down, over the mixture.

Spread the rest of the mixture over the brie.

Place the second half of the brie over the mixture, cheese side down.

Gently fold the puff pastry over the brie, so that it's tightly closed.

Flip the cheese around and place seam side down onto the cookie sheet.

Brush heavy cream on top of the cheese.

Bake for 25-30 minutes, until crust is fluffy and golden.

Let cool for about 5 minutes before serving.