Make the cranberry rosemary compote: In a small skillet over medium heat, combine the cranberries, sugar, orange juice, orange zest, and rosemary sprig. Cook for 8–10 minutes, stirring occasionally, until the cranberries begin to burst and the mixture thickens into a jam-like consistency. Add a splash of water if needed. Remove the rosemary sprig and allow the compote to cool completely.
Prepare the brie: Preheat the oven to 400°F and line a baking sheet with parchment paper. Using a sharp knife, lightly score the top rind of the brie in a crosshatch pattern, being careful not to cut too deeply into the cheese. Leave the rind intact.
Add the cranberry compote: Spoon the cooled cranberry rosemary compote over the scored surface of the brie, spreading it evenly across the top. Gently press some of the compote into the scored lines to help the flavors infuse into the cheese as it bakes. Avoid overfilling so the puff pastry can be sealed.
Wrap in puff pastry: Gently roll out the thawed puff pastry to smooth any creases. Set aside a small strip of pastry if making the optional bow. Place the brie in the center of the pastry with the cranberry compote facing up. Fold the pastry up and over the brie, bringing the edges together at the top. Trim any excess pastry, pinch the seams to seal, and gently press them flat. Transfer the wrapped brie to the prepared baking sheet, seam-side down.
Make the optional puff pastry bow: Using the reserved puff pastry, cut two small rectangles and pinch each one in the center to create the loops of a bow. Place them together on top of the wrapped brie. Cut a thin strip of pastry and wrap it around the center of the loops to complete the bow. Gently press the pastry pieces into place, using a dab of egg wash to help them adhere.
Brush everything with egg wash: Brush the entire surface of the puff pastry, including the bow if using, with the beaten egg wash. For best results, refrigerate the wrapped brie for 10–15 minutes before baking to help the pastry hold its shape.
Bake until golden: Bake for 25–35 minutes, or until the puff pastry is deeply golden brown, crisp, and fully cooked. If the decorative bow begins browning too quickly, loosely tent the top with aluminum foil.
Rest and serve: Remove the brie from the oven and allow it to rest for 10–15 minutes before transferring it to a serving board. Arrange fresh grapes, pomegranate seeds, mixed nuts, and rosemary around the baked brie. Serve warm so the cheese is soft and creamy when sliced.