Preheat your oven to 200°C (400°F).
In a bowl, mix together the diced apples, sugar, cinnamon, and lemon juice.
Roll out the puff pastry sheet and cut it into 4 squares.
Place a spoonful of the apple mixture onto each square.
Fold the pastry over the filling to create a triangle shape and press the edges to seal.
Brush the turnovers with beaten egg.
Bake in the preheated oven for 20-25 minutes, or until golden brown.
Allow to cool slightly before serving.