Homemade puff pastry is just white flour, butter, salt, and water. It's not specifically "bad for you," but it's empty calories. It's high in saturated fat, and while you do need a little of that, one pastry would have more than you need for several days.
Commercial puff pastry may be made with partially hydrogenated fats, so that actually would be bad for you. It's not going to hurt you to have one piece on a rare special occasion, but it shouldn't be a frequent part of your diet.
So if you're asking because you want to have a fancy homemade butter pastry at a wedding, then go ahead and enjoy it. If you're asking because you have a vol-au-vent from a cheap bakery every day for lunch, then that's something you'll need to change if you want to be able to say you eat a healthy diet.
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