Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper.
On a lightly floured surface, roll the puff pastry into a 10-inch square. Cut into 4 equal squares.
Spoon 2 tablespoons of cherry pie filling into the center of each square.
Fold each square into a triangle. Press the edges with a fork to seal and cut a small slit on top for steam.
In a small bowl, whisk the egg with water. Brush the tops of the turnovers with egg wash.
Bake for 20–25 minutes or until golden brown and puffed. Let cool on a wire rack for at least 10 minutes.
In a small bowl, mix powdered sugar, vanilla extract, and just enough milk to create a thick but pourable glaze. Drizzle over cooled turnovers before serving.
Notes
If using fresh cherries instead of canned filling, pit and halve 2 cups of cherries. Simmer with ¼ cup sugar, 1 tablespoon lemon juice, and a pinch of salt over medium heat for 5 to 7 minutes. Stir in 1 tablespoon cornstarch mixed with 1 tablespoon water and cook until thickened, about 1 to 2 minutes. Cool completely before using.
Keep puff pastry cold: If the dough gets too soft, pop it in the fridge for 10 minutes before baking.
Don’t overfill: Too much filling will cause the turnovers to burst open.
Use a sharp knife or bench scraper to cut the pastry cleanly for the best puff.