Prep the apples. Peel, core, and dice the apples into small cubes (about 1/4 inch). Smaller pieces cook evenly and stay put inside the pastry.

Cook the filling. In a skillet over medium heat, melt the butter. Add apples, granulated sugar, brown sugar, cinnamon, nutmeg, lemon juice, and a pinch of salt. Cook 3–4 minutes until the apples soften slightly and release juices.

Thicken it up. Sprinkle cornstarch over the apples and stir for 1–2 minutes until the juices turn glossy and thick. Remove from heat. Stir in vanilla if using. Let the filling cool to room temperature so it won’t melt the pastry.

Prep the pastry. On a lightly floured surface, unfold the puff pastry sheets. Gently roll each sheet to smooth the seams. Cut into 4 equal squares per sheet (you’ll have 8 squares total).

Add the filling. Spoon about 2 tablespoons of the cooled apple mixture into the center of each square. Don’t overfill—leave a clean border for sealing.

Seal the turnovers. Beat the egg with 1 teaspoon water to make an egg wash. Brush the edges of each square. Fold into a triangle and press edges firmly. Crimp with a fork to seal tight. Cut a small slit or two on top for steam to escape.

Preheat the air fryer. Set to 350°F (175°C) for 3 minutes. Lightly spray the basket with oil or line with perforated parchment to prevent sticking and promote airflow.

Air fry in batches. Arrange turnovers in a single layer with space between them. Brush tops with egg wash. Air fry 10–13 minutes, until puffed and deep golden. If they’re browning too quickly, lower the temperature to 325°F for the last few minutes.

Cool briefly. Transfer to a cooling rack for 5–10 minutes. This helps the pastry set and keeps the bottoms crisp.

Make the glaze. Whisk powdered sugar with milk or cream until smooth and pourable. Drizzle over warm turnovers. Serve as is or with vanilla ice cream.