Preheat the oven to 415°F and line a baking sheet with parchment paper.
Peel, core, and slice apples into either slices or small pieces.
Roll the puff pastry out into a thin square. Cut the pastry into 8 equal squares.
Place 4-5 apple slices on top of each square. Top the apples with a spoonful of sugar and a dash of cinnamon. You can also combine the sugar and cinnamon in a bowl first.
Fold the four corners of the dough over the apples, creating tiny pockets.
Place the apple turnovers onto the baking sheet. Whisk the egg in a bowl and brush the tops of each pastry. Use any extra sugar to coat the pastries.
Bake for 15 minutes or until golden. Cool slightly before serving.
