Preheat oven to 400 degrees F.Peel and slice apples. I used large apples for this so I cut down some of the slices even smaller so they could fit in the pastries. Squeeze in the juice of 1 small lemon to keep the apples from browning. Combine apples, butter, brown sugar, apple pie spice in a medium sized sauce pan and cook over medium-heat for about 5 minutes until apples become soft and the sugar has become smooth.
Combine cornstarch and water and pour it over the apples, stir until sauce thickens (about 1 more minute). Remove from heat and set aside.
Unfold pastry sheets and trim into a perfect square if needed. Most of the time the pastry is already a perfect square but sometimes I will have to trim it. This will ensure all your pastries are evenly sized.Cut the pastry dough into even fourths so you have four smaller squares per pastry sheet (8 smaller squares total). Spoon about 3 tablespoons of apples into one half of the square, keeping the apples away from the edges for easier sealing.
Fold over the dough from one corner to the other making a triangle. Press and crimp the edges together, sealing completely. Place the turnovers on a parchment lined baking sheet.
Make an egg wash my whisking together 1 teaspoon water and 1 egg white until foamy. Brush the tops of each pastry with the egg wash, then bake in preheated oven for 25 minutes or until puffy and golden.
Remove from oven and allow to cool for 15-20 minutes or until completely cooled.
While cooling, make the glaze by combining the powdered sugar and milk. Stir until smooth. Adjust the thickness of the glaze to your liking by adding either more milk or more powdered sugar.
Spoon glaze evenly over the pastries and serve!