2. Unroll the defrosted fillo dough and place it under a damp kitchen towel to stop the dough from drying out. Cover whenever the dough is not in use.
3. Lay 1 sheet of the fillo on a large cutting board. Lightly coat with cooking spray. Top with another sheet of fillo dough, coat with cooking spray and repeat one more layer of fillo dough and cooking spray.
4. Cut the dough lengthwise in thirds. Place 1 piece of Brie cheese and ½ teaspoon of cranberry sauce about 1-inch from the bottom of one section of dough. Fold the dough over top of the Brie and cranberry sauce to form a triangle. Continue to fold, maintaining the triangle shape until the end of the dough is reached. Repeat with the other two strips of dough. Place on an ungreased baking sheet.
5. Repeat with the remaining dough, Brie cheese and cranberry sauce.
6. Bake until the turnovers are golden brown, 12 to 15 minutes. Serve.