Dice the Apples, pre-heat your oven to 400 F (~200 C).
Melt some butter in a frying pan and then toss in your apples, some brown sugar, cinnamon and a bit of lemon juice. Cook it down until the apples are slightly caramelized. Put the pan of apples to one side and let cool.
Roll out your Puff Pastry into a large rectangle. Then cut your large rectangle into squares. Make the squares as large as you want each turnover to be.
Put a mound of apples (now cooled) in the center of your "squares".
Beat your egg with some water. Using a brush, "paint" the edges of your pastry.
Fold the corners over and press the sides together. You should try to push out most of the air that's in with your apples.
Line the baking dish with some parchment paper so it does not stick. Now place your folded turnovers on the baking dish, And with a knife cut a few holes. This lets steam escape. Finish brushing with egg wash all over so the final product will give a nice golden color. Optional- Sprinkle with sugar. Then put in your pre-heated (400 F) oven for about 30 mins.
Take them out when they're golden brown. Let them rest for about 5 mins before removing.