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DEFROST the sheets of puff pastry. Meanwhile PEEL the apples and remove the core. CHOP the apples into pieces, make sure they're not too large otherwise the puff pastry won't close well.
COMBINE the pieces of apple with lemon juice and zest to prevent it from discolouring, but it will also give the turnovers a refreshing taste. ADD a teaspoon of ground cinnamon and a tablespoon of cane sugar.
PRE-HEAT the oven to 180 degrees Celsius or 350 degrees Fahrenheit.
PLACE a large spoonful of the apple filling on one side of the puff pastry sheet. Use a bit of water to close the apple turnovers. PRESS the edges together so they won't open up during baking, you can also use a fork for this.
REPEAT this step until all the puff pastry sheets have been used. BEAT an egg with a bit of water to create an egg wash and coat the top of the turnovers.
SPRINKLE the top with cane sugar and BAKE them in the oven for about 25 minutes, depending on your oven. Let them cool off slightly and enjoy!