Melt the butter in a medium saucepan over medium heat. Add the diced apples, brown sugar, cinnamon, and salt. Cook for about 5 to 7 minutes, stirring occasionally, until the apples have softened and released their juices.
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Stir the cornstarch and water mixture into the simmering apples. Cook for 1 more minute until the liquid becomes a thick, glossy syrup that coats the apples. Remove from the heat and let the filling COOL COMPLETELY (if you put warm filling on puff pastry, the butter in the dough will melt and ruin the flaky layers).
Preheat your oven to 200°C and line a large baking sheet with parchment paper. Unfold the thawed puff pastry sheets onto a lightly floured surface. Using a rolling pin, lightly roll out the seams. Cut each sheet into 4 equal squares, giving you 8 squares total.
Spoon about 1.5 to 2 tablespoons of the cooled apple filling into the center of each pastry square. Fold the dough over the filling to form a rectangle, aligning the edges.
Press the edges firmly together with your fingers to seal them, then use the tines of a fork to crimp the borders tightly. This prevents the filling from leaking out during baking. Transfer the turnovers to the prepared baking sheet.
Using a sharp paring knife, cut 2 to 3 diagonal slits across the top of each turnover to allow steam to escape and reveal the filling. Brush the tops evenly with the egg wash and water mixture to create a shiny, golden-brown crust, then sprinkle generously with the coarse sugar for a crunchy finish.
Bake in the preheated oven for 18 to 22 minutes, or until the pastry is highly puffed, deeply golden brown, and flaky. Let them cool on the baking sheet for 10 minutes before serving.
