Place 1 sheet of the puff pastry on a nonstick baking sheet. Place the fish in the centre of the pastry and season with salt and pepper. Mix the cream cheese and dill together and spread it over the top of the fish.
Brush the other sheet of pastry with a little beaten egg and place it on top of the fish, egg-side down. Using the side of your hand, push the pastry down and around the fish, enclosing it in the pastry. Trim the pastry to leave a neat border, then lightly push the edges together to form a tight seal.
Score the top of the pastry gently with a knife to create a diamond pattern, then brush with a little more egg. Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 25 minutes until the pastry is golden brown.
Heat the oil in a saucepan and gently fry the onion until soft. Add the garlic and watercress and allow the latter to wilt completely. Pour the cream into the saucepan and bring to the boil. Remove the pan from the heat and carefully blend the ingredients to form a smooth sauce using a hand blender. Alternatively, pour it into a liquidizer and process until smooth. If the sauce is a little thick, add a little more cream or stock. Season with salt and pepper.
Cut the pie into slices or quarters and serve with the watercress sauce.