Place the sliced apples into a medium saucepan. Add the sugar.

Cook the apples over medium heat, stirring often, for about 10 minutes until they start to soften.

In a small measuring cup, whisk together the water and cornstarch to make a slurry.

Pour the cornstarch slurry into the apples. Mix well.

Add the cinnamon and butter. Stir until the mixture starts to thicken, then remove from heat.

Allow the mixture to cool completely. I transfer mine to another bowl and then place them in the fridge to speed this up.

*The apples will cook down and make about 3 cups.

Allow the puff pastry sheets to sit at room temperature for 15-20 minutes or until you can unfold them without them breaking. They should still be very cold, just not frozen.

Preheat the oven to 400º Fahrenheit. Line a baking sheet with parchment paper or use a nonstick baking mat.

Unfold each puff pastry and cut them down the center and across the center, making 4 equal squares on each sheet.

Place a spoonful of cooled apple pie filling on one half of each square, leaving about ½ border of puff pastry on the sides.

In a small bowl, whisk together the egg and water.

Use a pastry brush to brush the edges of the pastry with the egg wash.

Fold the puff pastry squares to make triangles and then use the tins of a fork to press the pastries closed along the two open edges.

Use a pastry brush to spread the egg wash on top of the puff pastry triangles.

Place the puff pastries on the prepared pan, leaving 2-3 inches between each pastry so it has room to expand.

Bake 400º Fahrenheit for 18-20 minutes or until the pastries are golden brown and puffed up.

In a small bowl, whisk together the powdered sugar, 2 tablespoons of cream and the vanilla. Whisk until completely combined.

Add another tablespoon of heavy cream if needed to get a drizzling consistency.

Serve immediately.

Once the pastries are cooled, store them in an airtight container at room temperature.