It depends on how you want the finished product to look. Generally, it is best to remove the rind of brie before baking in puff pastry to avoid an unappetizing appearance and ensure even cooking. If you do not remove the rind, it can cause uneven browning and a tough texture as the cheese melts. Some people prefer to keep the rind on because it adds flavor to the pastry. However, it is best to remove it if you are looking for a more visually appealing finished product.