In a mixing bowl, combine diced apples, lemon juice, sugar, and cinnamon. Toss to coat evenly.

In a skillet, melt butter over medium heat. Add the apple mixture and sauté for about 5 minutes until slightly softened. Remove from heat and let cool.

Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper.

Roll out the puff pastry on a lightly floured surface and cut into 4 squares.

Place a spoonful of the apple filling in the center of each square. Fold the pastry over to form a triangle and press the edges to seal.

Brush the tops with the beaten egg and sprinkle with sugar.

Place the turnovers on the prepared baking sheet and bake for 20-25 minutes or until golden brown.

Remove from the oven and let cool slightly before serving.