Prep the pastry: Thaw puff pastry in the fridge until pliable but still cold. Keep it chilled while you make the filling.
Make the apple filling: Peel and dice the apples into small cubes (about 1/4 inch).
Toss with lemon juice, brown sugar, granulated sugar (if using), cinnamon, nutmeg, vanilla, and cornstarch.
Briefly cook the filling (optional but helpful): In a small skillet over medium heat, melt the butter. Add the apple mixture and cook 3–4 minutes until slightly softened and the juices thicken. Let it cool to room temperature.
This prevents soggy pastry.
Cut the pastry: On a lightly floured surface, unfold the puff pastry. Roll gently to even the thickness, then cut into 4 equal squares per sheet (about 4.5–5 inches each).
Fill and fold: Place a heaping spoonful of cooled apples in the center of each square. Brush two adjoining edges with egg wash.
Fold into a triangle, pressing edges to seal. Crimp with a fork for a tight seal.
Vent and glaze: Cut 2–3 small slits on top of each turnover for steam. Brush tops with egg wash and sprinkle with coarse sugar if you like.
Preheat the air fryer: Set to 360°F (182°C) for 3 minutes to warm up the basket.
Air fry in batches: Arrange turnovers in a single layer with space between them.
Air fry for 10–13 minutes, until deep golden and puffed. Rotate the basket or turn halfway if your model browns unevenly.
Cool slightly: Let turnovers rest on a rack for 5–10 minutes. The filling sets as they cool.
Optional glaze: Mix 1/2 cup powdered sugar with 1–2 teaspoons milk and a drop of vanilla.
Drizzle over warm turnovers.