Let the puff pastry stand at room temperature for 5 minutes or until thawed. Cut the pastry into ¾ x 4-inch strips.
Peel and devein the shrimp, leaving the tails intact. Butterfly the shrimp to form a pocket.
Combine the crabmeat, lemon juice and salt and pepper in a bowl and mix well.
Spoon the stuffing into the shrimp pocket. Arrange the cheese over the stuffing. Wrap a puff pastry strip around each stuffed shrimp to enclose. Arrange on a baking sheet sprayed with nonstick cooking spray. Bake at 350 degrees for 10 minutes or until golden brown. Serve with Plum Relish.
Cut the plums into halves and remove the pit. Chop the plums coarsely. Sauté the plums in a skillet over medium heat until heated through. Add the orange marmalade. Cook until the marmalade is melted. Add the brandy, stirring to deglaze the skillet. Do not overcook. Spoon into a serving bowl.