In a large skillet over medium heat, add Butter (2 tablespoon) and let it melt. Once melted add Apple (3), Brown Sugar (1/3 cup), Corn Starch (2 teaspoon) and Ground Cinnamon (1 teaspoon) and cook for about 5 minutes stirring occasionally. Remove apple mixture from skillet and place them in a bowl to cool. Preheat oven to 400 degrees F (200 degrees C) and line a large baking sheet with parchment paper.
Sprinkle some All-Purpose Flour (to taste) onto your work surface, unfold each sheet of Puff Pastry (2 sheet) and roll it out a bit bigger on all sides. Cut each puff pastry into four squares, add about two tablespoons of the apple mixture in the center of each one, and fold it in a triangle shape. Using a fork seal the edges.
Make egg wash by whisking together Egg (1) and Water (1 tablespoon). Place them in the prepared baking sheet and brush them with the egg wash. Bake for 20 to 25 minutes or until puffed and lightly golden brown. To make vanilla glaze mix Powdered Confectioners Sugar (1 cup), Milk (2 tablespoon) and Vanilla Extract (1/2 teaspoon) in a bowl until it has the right consistency. Drizzle over each apple turnover and serve!