Preheat the oven to 400 degrees F (200 degrees C).
STEP 2
Unfold puff pastry sheets; arrange on a lightly floured work surface. Cut each sheet into 3 strips, then cut each strip into 4 squares to make 12 pastry squares per sheet. Place squares onto a baking sheet.
STEP 3
Bake in the preheated oven until golden brown, about 15 minutes. Let squares cool completely.
STEP 4
Whisk milk and pudding mix together in a bowl until thick and smooth, about 1 minute; let stand to finish thickening, about 3 minutes more. Gently fold whipped topping into pudding. Fill a pastry bag fitted with a medium tip with chocolate mousse.
STEP 5
Gently open one corner of a pastry square using a butter knife. Make a pocket in the pastry with the knife. Pipe about 1 tablespoon chocolate mousse into the opening. Repeat with remaining pastry squares and mousse. Lightly dust squares with confectioners' sugar.