Preheat the oven to 400°F and line a baking sheet with parchment paper.
In a small skillet, toast the pecans over medium-high heat for about 5 minutes, stirring every so often, until fragrant and toasted. Let them cool and roughly chop. Set aside.
Lightly dust a large cutting board or surface with flour and spread out the sheet of pastry. If it’s still hard, let it rest until it becomes soft and pliable. Once soft, use your fingers to gently press together any seams to prevent the filling from running out. Sprinkle a dusting of flour over top, and using a rolling pin, roll the dough out until it is slightly larger (about 1 inch) than its original shape.
To assemble, spread 2 tablespoons of the jelly, 1 tablespoon of the mustard, and half of the pecans in the center of the puff pastry sheet. Place the block of feta over top and repeat the layers with the remaining mustard, jelly and pecans.
To fold, first combine the cornstarch and water, whisking until smooth. This will help seal the dough to prevent leaking. Dip a pastry brush into the cornstarch mixture and brush it along the edges of the puff pastry, creating an inch-wide border. Using your hands, carefully fold the dough up and over the filling, like wrapping a present. Press and gently pinch the folds to seal the dough. Drizzle with olive oil and sprinkle with flaky salt.
Transfer the puff pastry onto the parchment-lined baking sheet and bake in the center of the oven for 40 minutes, or until golden brown.
Using a thin spatula, transfer the baked feta onto a plate and serve with crackers. Enjoy!