Heat the oven to 400℉.
On a lightly floured surface, unfold the thawed puff pastry sheet. Lightly flour the top and roll the pastry out into a square measuring approximately 14 x 14 inches.
With a sharp knife or pizza wheel, cut the puff pastry into 9 equal squares.
Place about a tablespoon of filling in the center of the first pastry square. Using one or two fingers dipped in cold water, lightly dampen the edges of the dough all around the sides. Then fold one corner of the pastry square over to the opposite corner. Press firmly, but gently, along the connecting sides to seal together the dampened edges of the pastry. Repeat with the rest of the filling and remaining pastry squares.
Transfer the turnovers to a metal baking sheet. With a fork, press down along the connecting sides of each turnover to ensure the edges are sealed and create a decorative border.
Beat the egg with a splash of water (or milk) and brush thoroughly over the tops of the turnovers.
Place the baking sheet with the assembled turnovers in the refrigerator, and allow the pastry to chill and rest for 30 minutes.
Once the pastry has rested in the refrigerator, bake the turnovers until they are puffed and deeply golden brown, about 10 to 15 minutes. (Do not be alarmed if one springs a leak...it will still be delicious.) Cool the turnovers for at least 15 minutes before serving.