Place in a skillet over medium-low heat along with the butter, brown sugar, cinnamon, and nutmeg.
1 tablespoon butter, ¼ cup brown sugar, 1 teaspoon ground cinnamon, ⅛ teaspoon ground nutmeg
Cook for 7-10 minutes until the apples are soft. Set aside to cool.
Unfold one of the thawed puff pastry dough. Roll to increase the width and length by one inch each. Cut into four equal squares.
2 sheets puff pastry
Make the egg wash by mixing the egg and water together with a fork or a whisk. Brush the egg wash around the edge of each square.
1 egg, 1 tablespoon water
Place a large spoonful of the apples in the center of one square.
Fold one corner down to the opposite corner, making a triangle. Press the ends together. Then use a fork to crimp and seal the edges.
Place each pie on a baking sheet lined with parchment paper. Cut three small slits on the top of the pie. This allows the filling to vent. Repeat with remaining puff pastry and filling.
Bake in a preheated 400°F oven for 18-20 minutes.
While the turnovers are baking, make the glaze by combining powdered sugar and milk together. Stir until smooth.
½ cup powdered sugar, 1 tablespoon milk or cream
Cool on a baking rack for 5 minutes, then drizzle with glaze.
Notes
If using store-bought puff pastry, the packages usually come with two sheets of puff pastry. You'll need both sheets for this recipe. If the puff pastry leaves a deep indent when it is folded, use your fingertips to pat out the folds gently.
The puff pastry needs to be thawed before using. As soon as it is workable, roll it out slightly. You want to increase the size slightly larger than the original size.
Don't allow the puff pastry to become too warm. It will become sticky and will be hard to work with. If needed, place back in the refrigerator for 10 minutes to chill.
Place the prepared turnovers in the oven as soon as they are assembled. Make certain the oven is fully preheated.
Cool the baked turnovers for 10 minutes and then drizzle with the glaze.
Allow the glaze to set up for about 10 minutes. It will begin to develop a crust and slightly harden.