Prepare homemade rough puff pastry dough through 2nd refrigeration. If using store-bought frozen puff pastry, make sure it’s thawed. Keep either dough in the refrigerator until step 4 below.

In a medium saucepan over medium heat, cook the apples, cornstarch, vanilla, cinnamon, and sugar. Stir constantly for 5 minutes. Reduce to low heat and simmer for 5 minutes. Remove from heat and cool for 20 minutes.

Line 2 large baking sheets with parchment paper or silicone baking mats. Set aside.

If using homemade dough (makes 9): On a lightly floured work surface using a lightly floured rolling pin, roll the puff pastry dough to a 12-inch square. Using a pizza cutter or a sharp knife, cut nine 4-inch squares. Transfer squares to prepared baking sheets (4 on one, 5 on the other). If using store-bought dough (makes 8): Unroll the puff pastry sheets onto a lightly floured surface. Using a pizza cutter or a sharp knife, cut each into 4 squares. Transfer squares to prepared baking sheets (4 on each).

Spoon about 2–3 Tablespoons of apple filling onto the center of each square. Fold one corner of the square over the filling to make a triangle. Crimp the edges with a fork to seal. See photo above for visual. Some apple juices may leak out; that’s OK. Chill the shaped turnovers in the refrigerator, covered or uncovered, for at least 15 minutes and up to 1 hour (or freeze, see freezing instructions below). You can preheat the oven and make the egg wash (next steps) as they finish up chilling.

Preheat oven to 400°F (204°C). Whisk the egg and milk together. Using a pastry brush, brush on each chilled turnover. Cut 2 or 3 small steam vents in the tops of each to allow steam to escape.

Bake for 23–25 minutes, or until the turnovers are golden brown. Some butter may leak from the homemade dough, that’s completely normal and expected. Rotate the pans halfway through bake time to avoid uneven browning.

Cool the turnovers on the baking sheets for 5 minutes. If desired, drizzle each with caramel sauce before serving.

Cover leftover turnovers and store at room temperature for 1 day or in the refrigerator for up to 5 days.