Preheat oven to 180 C / Gas 4. Line a baking tray with baking paper.
Spoon the mincemeat into a large bowl; stir in chopped marzipan, grated orange zest and Cointreau®.
Lay out puff pastry on a lightly floured surface. Cut out 12 circles using a round pastry cutter or a glass. Place the circles on the baking tray with a little space between them; add a spoonful of mincemeat into each one, being careful not to overfill, as the filling might bubble out of the pastry.
Brush the edges of the pastry with beaten egg.
Roll out the remaining pastry to cut out 12 pastry lids. Carefully place the pastry lids over the top of each mince pie, pinching the two edges together with your fingers or a fork. Make a small slash with a knife in the centre of each pie. Brush the top of the mince pies with egg and sprinkle over a little caster sugar.
Bake in the preheated oven for 15-20 minutes, or until golden. Set aside to cool for a few minutes; transfer to a wire rack. Serve warm on their own or with whipped cream.