Preheat the oven to 400°F. Line a large baking sheet with parchment paper.
Roll out the defrosted pastry sheets on a lightly floured cutting board or parchment paper.
Cut each puff pastry sheet into 4 squares.
Spoon about 2 tablespoons of pie filling into the center of the puff pastry dough.
In a small bowl, whisk the egg and water together to make an egg wash.
Brush the edges of the pastry square with the egg wash.
Gently fold the pastry square over to make a triangle, keeping pie filling inside.
Gently press together edges. Transfer pastry to the baking sheet.
Using a fork, crimp edges to seal.
Use a knife to cut 3 slits in the top of the pastry.
Bake for 18-20 minutes, or until the pastry is all puffed and golden brown. Remove from the oven to cool.
In a small bowl, combine powdered sugar and heavy cream to make the glaze (or corn syrup).
Once turnovers have cooled mostly, spread glaze over the top of the turnover. Allow to set for a few minutes before serving.