Heat a medium sized skillet over medium heat. Add the butter and stir with a wooden spoon until melted.

Add the diced apples and stir well to coat them in the melted butter. Cook, stirring occasionally, until the apple is soft, about 5 minutes.

Reduce the heat to low and add the brown sugar, white sugar, ground cinnamon, and lemon juice. Stir well.

Simmer the sugared apple mixture for 3 minutes, or until the mixture is soft and caramelized.

Remove the skillet from the heat and set aside to cool to room temperature.

Once your apple filling has cooled, unwrap your puff pastry sheets OR roll out your puff pastry blocks using a small amount of flour. Roll the puff pastry into 2 large square shapes, about 8-10" x 8-10".

Cut the puff pastry into four squares from large square.

Whisk together the egg and water to make an egg wash. Set aside.

Portion a small amount of the cooled apple filling onto the center of each puff pastry square, leaving at least 1" around the perimeter of the square for folding and sealing.

Brush a small amount of egg wash along each side of the square, and fold it over, pressing down to seal.

Use a fork to crimp the edges of the turnovers, and place on a lined baking sheet or plate.

Repeat with all of the remaining puff pastry squares.

Once all of the turnovers are made, access how many you will be able to fit into your air fryer comfortably. If you are using a basket style, you may only be able to fit 2-3 in at a time. Larger, oven-style models may be able to fit all 8. Once you know how many you can fit, keep that amount out, and place the remaining turnovers in the fridge to chill. This prevents them from getting soggy while they wait for their turn to bake.

Preheat your air fryer to 350F for at least 3 minutes, or according to the manufacturers instructions for your particular model.

Brush the tops of the turnovers you are ready to bake with the egg wash, and sprinkle with coarse sugar, if desired.

Place your turnovers in the preheated basket and bake for 11-15 minutes, or until golden brown and puffy.

Remove from the air fryer and place on a cooling rack with paper towel or parchment underneath.

Whisk together the powdered sugar, 1 tablespoon of the heavy cream and vanilla. Thin it out with additional heavy cream until you get a thin, pourable glaze.

Drizzle the glaze on the still warm turnovers using a spoon.

Repeat the baking process with your turnovers (brush with egg wash, sprinkle with sugar, cook in the air fryer, and drizzle with glaze) until all of the turnovers have been cooked.

Serve and enjoy!