Peel, core and chop the apples into small chunks.
Add the butter and apples to a medium saucepan and cook over medium-high heat for a few minutes.
Add the brown sugar, cinnamon, nutmeg and salt and give a good stir. Turn heat to medium, and cook another 10 minutes, stirring occasionally.
Turn off the heat and allow to cool. To speed up cooling decant to a bowl from the hot pan.
Roll out the dough sheets, over a lightly floured work surface. Using a rolling pin flatten any edges that need it.
Use a pizza wheel and cut the dough sheet into even squares. Depending on the size, you should get around 6 squares.
Spoon 1-2 Tablespoons of the apple mixture into the middle of each square.
Add the egg and water to a small bowl, and beat, then brush the egg wash along the edges of the squares.
Fold each square, corner to corner to create a triangle then seal the edges closed using a fork.
Take a sharp knife and score 3 slits into each turnover, for the steam to escape.
Refrigerate for 20 minutes. Preheat the oven to 400°F. Line baking sheet with parchment paper.
Place turnovers on the prepared baking sheet.
Using the same pastry brush and egg wash, brush the top of all the turnovers. Now bake for 20-25 minutes.
While they’re baking, take a small mixing bowl and add the powdered sugar and cream. Stir well to mix - you should have a drizzle-worthy icing made. Add more cream as needed until you get the consistency you like.
Remove the apple turnovers from the oven and allow to cool for 10 minutes then drizzle with the icing. Enjoy while they’re still warm, or eat cold.