Unfold both sheets of puff pastry and lay onto a lightly floured work surface. Cut each sheet into 3 strips along the fold marks, then cut each strip into 4 squares to make 12 pastry squares per sheet. Place squares onto a baking sheet.
Bake in the preheated oven until the puff pastry is golden brown, about 15 minutes. Let squares cool completely.
Whisk pudding mix and milk in a bowl until thick and smooth, about 1 minute; let stand about 3 minutes to finish thickening. Gently fold whipped topping into pudding. Transfer chocolate mousse mixture into a pastry bag fitted with a medium tip.
Use a finger or a butter knife to gently open a corner of a pastry square. Make a small pocket in the pastry with the knife. Pipe about 1 tablespoon of chocolate mousse into the opening; a small amount of mousse will appear at the opening site when the pastry pocket is full. Repeat with remaining pastry squares and mousse mixture. Dust pastries lightly with confectioners' sugar.
