Preheat your to 400 degrees F. Line a cookie sheet with parchment paper.
Over medium heat, combine apples, butter, brown sugar, cinnamon and cornstarch until it comes to a boil. Reduce heat and simmer for about 5 minutes until the mixture has thickened.
Roll out thawed puff pastry on a floured surface and cut into 4 squares. Brush each piece of puff pastry with egg wash and spoon the apple mixture into the center of each puff pastry square. Fold each square so that the edges line up and using the prongs of a fork press them together to seal. Transfer to the cookie sheet and brush with the eff wash for a final time. Make a couple of slices in the top of each of the pastries.
Bake in your for 25 - 30 minutes, or until the pastries are golden brown.