Step 1: Prepare the Apple Filling : In a medium skillet, melt butter over medium heat. Add diced apples, brown sugar, granulated sugar, cinnamon, nutmeg, and lemon juice. Stir to combine. Cook for 5–7 minutes until apples soften slightly and release juices. Add cornstarch slurry (cornstarch mixed with water) to the skillet and stir until the mixture thickens and coats the apples. Remove from heat and let the filling cool completely before using.

Step 2: Prepare the Puff Pastry : Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper. Lightly flour your work surface and unfold the puff pastry sheet. Roll it gently to smooth out any creases, then cut it into 8 equal squares (about 4x4 inches each).

Step 3: Assemble the Turnovers : Place about 1–2 tablespoons of cooled apple filling in the center of each pastry square. Fold each square diagonally to form a triangle. Use a fork to crimp the edges and seal tightly. Place the turnovers on the prepared baking sheet, leaving space between them.

Step 4: Apply the Egg Wash : In a small bowl, whisk together the egg and milk. Brush the tops of the turnovers with the egg wash for a golden finish. Cut a small slit on top of each turnover to allow steam to escape.

Step 5: Bake : Bake the turnovers for 20–25 minutes, or until puffed and golden brown. Remove from oven and let cool for 10 minutes on a wire rack.

Step 6: Add the Glaze (Optional) : In a small bowl, whisk powdered sugar, milk, and vanilla until smooth. Drizzle the glaze over the slightly cooled turnovers for a beautiful glossy finish.