In a medium bowl, prep the apples and toss the pieces with lemon juice; set aside.
In a small bowl, add brown sugar, cinnamon, and salt; whisk to combine and set aside.
In a medium saucepan over medium heat, add butter and when it starts sizzling, add apple pieces. Cook for 5 minutes, stirring often.
Add the brown sugar mixture and cook for 3 minutes. Add vanilla extract and cook for 2 minutes.
Remove from heat, transfer to a bowl and let it cool for 15 minutes. Chill for at least 30 minutes.
Preheat oven to 400ºF and line baking sheets with silicone mats or parchment paper; set aside.
Roll out each thawed puff pastry sheet into a 10-inch square and then slice each sheet into 4 equal squares.
In a small bowl, mix egg and 1 tbsp. milk; whisk until mixed.
Spoon 2 tbsp. of filling in the center of each square and brush 2 edges with egg wash.
Fold one point of the pastry to the opposite side, forming a triangle.
Press edges together to tighten them up and finish it by using tines of a fork to create small indented lines along the edges.
Transfer to prepared baking sheet and brush the tops with egg wash; make a few slits.
Bake in the preheated oven for 18 to 20 minutes or until the pastries are golden and puffed.
Remove from the heat and cool for 15 minutes before glazing or sprinkling with granulated sugar.