Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a medium bowl, combine diced apples, sugar, cinnamon, nutmeg, and lemon juice. Mix well.
Roll out puff pastry sheets on a lightly floured surface. Cut each sheet into 6 equal rectangles.
Place a spoonful of apple mixture on half of each rectangle, leaving space around the edges.
Brush the edges with egg wash, fold over, and crimp with a fork to seal. Make small slits on top to vent.
Place the pastries on the prepared baking sheet and brush tops with egg wash.
Bake for 20-25 minutes or until golden brown. Allow to cool slightly before serving.