Begin by melting butter in a medium saucepan over medium heat, then add diced apples. Cook them for about five minutes until they begin to soften but still retain some firmness.

Reduce the heat to low and mix in brown sugar, granulated sugar, cornstarch, cinnamon, and salt. Allow this mixture to cook for an additional three to five minutes until the apples are tender but not mushy, then remove from heat and let it cool completely.

On a lightly floured surface, roll each puff pastry sheet into an 11-inch square using a rolling pin. Cut each sheet into four equal squares with a pizza cutter; if at any point your pastry becomes too soft, refrigerate it for ten minutes.

Spoon 1-2 tablespoons of the cooled apple filling into the center of one square, being careful not to touch the edges with the filling. In a small bowl, beat together one egg with one tablespoon of milk, then brush this egg wash along two edges of each square.

Fold one corner over the filling toward another corner to form a triangle shape. Firmly press down on the edges to seal them together before crimping with a fork; repeat this process until all pastries are assembled.

Preheat your oven to 375°F while placing assembled turnovers in the refrigerator for fifteen minutes to firm up again before baking them on lined baking sheets spaced about an inch apart for twenty to twenty-five minutes until golden brown.