Peel, core, and chop apples into small pieces. If not using them immediately, toss them in a few drops of lemon juice to prevent them from browning.
In a skillet, melt butter. Add chopped apples, light brown sugar, and ground cinnamon/apple pie spice to it. Sprinkle cornflour. Give everything a good mix. Cook for 5-6 minutes on medium-high heat. The apple should get only 3/4 cooked and have a bite to it. If you prefer the filling to be compote-like, then break it down further.
Cool down the filling. Meanwhile, prepare the puff pastry sheet. Puff pastry should just be thawed and pliable ( not soft).
Preheat oven to 200°C/400°F
Beat together egg and milk well.
Lightly flour the working surface or line with a parchment paper. Cut into 10-inch squares. Brush 2 sides with egg wash. Take 1.5 tablespoons of the cooled apple filling (drain any liquid from the pan). Place it at the center. Fold the puff sheet into a triangle. Using a fork (dipped in flour to prevent sticking), press around the edges to seal it well.
Place the shaped pastry on the prepared baking sheet 1 inch apart. Brush with egg wash. Sprinkle sugar on top.
Using the sharp pointed edge of a knife, make 2-3 deep cuts (for the steam to escape).
Bake in a preheated oven for 15-20 minutes. The puff pastry should be evenly browned, puffed, and crispy.
Once baked, shift it to a wired rack ( to prevent the bottom from getting soggy). Drizzle with caramel sauce/cinnamon glaze. Or serve it with whipped cream or ice cream.