In a medium saucepan over medium heat, melt the butter and add in your diced apples. Cook them for about 5 minutes until they start to soften slightly but still hold their shape.

Lower the heat and mix in brown sugar, granulated sugar, cornstarch, cinnamon, and salt with the softened apples. Cook this mixture for an additional 3-5 minutes until the apples are tender yet not mushy; then remove from heat and set aside to cool completely.

On a lightly floured surface, roll each sheet of puff pastry into an 11-inch square using a rolling pin. Use a pizza cutter to slice each sheet into four equal squares; if at any point your dough gets too soft, refrigerate it for about 10 minutes.

Take one square of pastry and place 1-2 tablespoons of your cooled apple filling in its center without letting any spill onto the edges. Brush egg wash on two adjacent sides before folding one corner over to create a triangle shape; press down firmly on edges to seal and crimp with a fork.

Make sure to cut 2-3 small slits in the top of each turnover with a sharp knife for steam release during baking. Brush some more egg wash over each turnover and preheat your oven to 375°F before chilling them in your refrigerator for another 15 minutes.

Line two baking sheets with parchment paper and arrange your turnovers about one inch apart on them. Bake in your preheated oven for 20-25 minutes or until they turn golden brown; finally, mix powdered sugar and milk together in a bowl and drizzle this glaze over warm pastries before serving!