Preheat the oven to 220C/425F/Gas 7.
Place the salmon in the middle of the pastry sheet.
Mix together the capers, red pepper and mustard and pile on top of the salmon.
Brush the pastry around the salmon with some of the beaten egg and fold in the pastry to seal to completely encase the salmon.
Brush the top with the remaining beaten egg.
Place on a baking-sheet and place in the hot oven for 15 minutes, or until the pastry is golden.
Remove from the oven and serve on a warm plate.