Preheat your oven temperature to 400°F—line baking trays with parchment paper.
Pour the can of apple pie filling into a large bowl. Use kitchen shears or a knife to cut the apples into small, bite-sized pieces so the filling is easier to spoon into each turnover.
Place the thawed sheet of puff pastry on a work surface and cut into six even squares using a pizza cutter or knife.
Spoon 2–3 tablespoons of apple mixture into the center of each square, leaving about a border around the edges.
Brush the edges lightly with egg wash using a pastry brush. Fold the pastry over the filling to form a triangle, then press the edges firmly with a fork to seal.
Cut a small slit or two in the top of each turnover with a sharp knife to allow steam to escape.
Place turnovers onto a parchment-lined baking sheet. Brush the top of each turnover with egg wash and sprinkle with coarse sugar if desired.
Bake for 18–22 minutes, or until the turnovers have a flaky crust and are golden brown.
Remove from the oven and cool slightly on a wire rack. Drizzle with caramel sauce or a simple powdered sugar icing before serving warm.