Heat the olive oil in a medium saucepan over medium heat. Stir in the mushrooms, green onions, garlic and cayenne pepper. Cook 10 minutes, or until tender. Transfer the mushroom mixture to a medium bowl. Blend in the cream cheese and crabmeat.

On a lightly floured flat surface, roll each pastry sheet into a 12x12 inch square. Cut each sheet into nine 4x4 inch squares. Place 1 tablespoon of the mushroom mixture onto each pastry square. Fold the squares by bringing the corners to the center, creating an X. Place the squares on a medium baking sheet.

Bake 20 minutes in the preheated oven, or until golden brown.