Remove the puff pastry from the freezer and allow to thaw until cold, but pliable (probably around 45 minutes).
Preheat the oven to 400.
While pastry is thawing, peel apples, then chop into small pieces (about ¼ inch cubes).
Combine chopped apples with corn starch, brown sugar, and cinnamon.
Cut each pastry sheet into 4 equal-sized squares.
Assemble and Bake
Divide the apple mixture evenly into the middle of the pastry squares. Then fold over one corner of the pastry to the opposite side, forming a triangle.
Using a fork, press the sides of the puff pastry to fully enclose and seal the apple mixture inside. You may need to also pinch the seams using your hands.
Whisk egg until yolk is fully incorporated into the white. Brush a little bit of the egg mixture on top of each turnover.
Sprinkle the coarse sugar on top for a beautiful finish.
Bake for about 15-20 minutes, or until golden brown on the top.
Glaze the Turnovers
While the turnovers are baking, make the glaze by mixing the powdered sugar, milk, and vanilla until smooth.
Remove the turnovers from the oven, and drizzle with the glaze.
Eat for breakfast, lunch, dinner, dessert, or a midnight snack! These are good all day long!