1. Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
2. In a skillet over medium heat, add the olive oil. Sauté the shrimp with garlic powder, smoked paprika, salt, and pepper until they turn pink, about 4-5 minutes. Remove from heat and let them cool.
3. In a mixing bowl, combine the cream cheese, mozzarella cheese, and chopped green onions. Fold in the cooled shrimp mixture gently.
4. Roll out the puff pastry sheets on a lightly floured surface. Cut each sheet into rectangles about 4×6 inches in size.
5. Spoon 2 tablespoons of the shrimp and cheese mixture onto each rectangle, then fold over to create a roll. Seal the edges by pressing with a fork.
6. Place the rolls on the prepared baking sheet. Brush the tops with the beaten egg to give them a golden finish.
7. Bake for 15-18 minutes or until the rolls are puffed and golden brown. Let them cool slightly before serving.

Cooking these rolls is a delightful experience, as the aroma of baking pastry fills your kitchen, evoking memories of family gatherings and celebrations.