1 Get ready: Put oven rack in lower third of oven and pre-heat oven to 400°F. Butter a large baking sheet (or use Silpat).
2 Make filling: In a medium bowl, mix together apples, currants, and walnuts with the sugar, cinnamon, and corn starch, making sure the fruit and nuts are well coated. Mix in the apple sauce and vanilla.
3a If using puff pastry: Unfold the thawed pastry sheet on a lightly floured surface. Depending on the size of your puff pastry sheet you are going to want to cut the sheet into either four 5-inch-by-5-inch or six 4-inch-by-4-inch squares.
3b If using pie dough: Roll out your pie dough on a lightly floured surface to a 16×11 inch rectangle. Trim the edges to 15×10 inches and cut into six 5×5-inch squares.
4 Add filling to pastry squares: Divide the apple mixture among the squares, leaving a 1-inch border. If you are using an already prepared puff pastry sheet, dot the mixture in each pastry with a little butter. (If you are using a butter pie dough, you can skip adding the extra butter.)
5 Brush egg mixture on pastry edges: In a small bowl mix the beaten egg with a teaspoon of milk. Use a pastry brush to brush the egg mixture on the border of the pastry. This will help the pastry seal.
6 Fold and crimp, add steam vents: Fold each pastry into a triangle, enclosing the filling, and crimp edges with a fork. Brush the tops of the pastries with more of the egg wash. Cut 2 or 3 small steam vents in the top of each turnover.
7 Bake: Place the pastries in the oven and bake at 400°F for 20 minutes, or until puffed and golden.
Cool turnovers to warm before serving.
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