Prep the ingredients per the instructions on the package.
Preheat the oven to 400˚F (204℃).
In a medium pot, melt the butter over medium heat. Add diced apples and cook, stirring occasionally until softened (5 min). Reduce the heat to low and stir in brown sugar, cinnamon, and salt. Continue to simmer until the apples are soft and caramelized. Remove from heat and set aside to cool.
Cut the puff pastry into equal-sized squares. Dust the workspace and puff pastry with flour. Use a rolling pin to roll the squares thinner to about 1/4 inch. Place the cooled apple mixture onto half of each square, leaving at least a 1/2" border.
Brush the beaten egg lightly on the edges of the pastry (just enough to seal), fold the edges over to create a right triangle, and crimp tightly along the edges with a fork to seal.
Transfer to a parchment-lined baking sheet, keeping them at least 1" apart. Cut 2-3 small slits in the top of each turnover with a paring knife. Brush the tops with egg wash and bake for 20-25 minutes or until golden and puffed.
While turnovers are still warm, stir together powdered sugar and heavy whipping cream until fully combined and drizzle glaze over turnovers.
Serve the turnovers with milk.