Start by preheating your oven to 400°F (200°C). A hot oven is essential for achieving that perfect flaky pastry.

Peel and core the apples. Chop them into small cubes. In a large mixing bowl, combine the apple chunks with lemon juice, sugar, cornstarch, cinnamon, nutmeg, and a pinch of salt. Mix well to ensure the apples are evenly coated.

Unroll the puff pastry sheets on a lightly floured surface. Cut them into squares, about 5x5 inches. Depending on the size of your apples, you can adjust the dimensions for larger turnovers.

Grab a square of puff pastry, and place a generous spoonful of the apple mixture in the center. Be careful not to overfill; you want to close them easily.

Fold the pastry over to create a triangle. Press the edges with your fingers to seal. For an extra secure seal, you might want to crimp the edges with a fork.

Place the turnovers on a baking sheet lined with parchment paper. Brush the tops with a bit of egg wash for that golden finish.

Bake in the oven for about 20-25 minutes, or until the turnovers are golden brown and puffed.

While the turnovers bake, mix the powdered sugar with the milk to create a drizzle. Adjust the consistency as needed; it should be thick but pourable.

Once the apple turnovers are out of the oven, let them cool slightly. Then, drizzle with the sugar mixture. Serve warm, and watch the smiles spread.