Grease a baking sheet with some of the melted butter. Mix the feta, ricotta, sugar, cinnamon and egg in a bowl.
Unfold the pastry sheets on a lightly floured surface, then put one in front of you, with a short side facing you (covering the others with clingfilm). Brush the pastry sheet with a little of the melted butter, then cut in half to make 2 long strips.
Place a spoonful of the cheese mixture a little up from the bottom left-hand corner of each strip, then cover with a plum half. Fold the bottom right-hand corner of one strip diagonally over the plum to cover the filling and to make a triangle. Fold the bottom left-hand corner upwards to make a second triangle, then keep folding until the top of the strip is reached and the filling is enclosed. Place on the baking sheet and repeat until 24 triangles have been made using all the filling. Brush the outside of the triangles with the remaining butter.
Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for about 10 minutes until the pastry is golden and the plum juices begin to run from the sides. Dust with a little sifted icing sugar and leave to cool for 15 minutes before serving.