Preheat oven to 400°F.
Peel, core and cut apples into pieces about 1⁄3” wide by 1-2” long. Toss in brown sugar, cornstarch, cinnamon, and salt.
In a medium saucepan, melt butter over medium heat.
Add apples to saucepan. Stir frequently. Cook for about 5 minutes when the sauce begins to thicken. Remove from heat.
Open puff pastry. Cut down the center both ways to make 4 equal squares.
Divide the apple filling into 4 parts and place the apples in the center of the puff pastry pieces.
Whisk together the egg and water to make an egg wash. Brush edges of the pastry with the egg wash. This will help seal the edges together.
Fold the pastry over to line up the edges. Be careful to keep the apple filling inside and away from the edges. Gently smash 3 open edges with a fork to seal.
Transfer the turnovers to a baking sheet lined with parchment paper.
Brush the tops and sides with the egg wash.
Cook for 18-20 minutes or until the puff pastry has puffed up and is a golden brown. Transfer to a cooling rack.
Whisk together the heavy cream and powdered sugar.
When turnovers are cool, top with glaze. Allow to harden.
Serve.