For the best palmier cookies, select a brand that uses all-butter, not shortening or other oils. Dufour Pastry Kitchens makes a classic all-butter puff pastry (each 14-ounce box contains 1 9x15-inch sheet, 1/8-inch thick). During the holiday season, Trader Joe's carries a very affordable all-butter puff pastry (each 18-ounce box contains 2 10-1/4 x12-inch sheets, 1/16-inch thick). Note: Pepperidge Farm puff pastry sheets are made with shortening and contain no butter.