Preheat the oven to 400 degrees. Line two baking sheets with parchment and set aside.
In a small saucepan, combine the diced apples with the butter, sugar, cinnamon and salt.
Heat over medium low until the juices are released and apples are tender, about 5-10 minutes. Allow to cool slightly.
Meanwhile, carefully unpackage the puff pastries and lay flat on your work surface.
Cut the pastry sheet into fourths, cutting in half one direction and then in half the other direction - creating 4 squares. Repeat with the other pastry sheet for 8 turnovers.
Scoop a spoonful of the apple filling into the center of each pastry square, draining off excess liquid.
In a small bowl, combine the egg and water. Whisk well.
Using a pastry brush, brush the inside edge of the pastry to help seal.
Fold over the pastry to close diagonally. Gently press and then use the prongs of a fork to seal the entire edge.
Use a sharp knife to cut small inserts in the top of each pastry.