Step 1: Prepare the cherry filling.
In a saucepan over medium heat, combine the cherries, sugar, and lemon juice. Stir occasionally until the cherries begin to break down and release their juices. Once bubbling, add the cornstarch-water mixture and continue cooking until the filling thickens. Remove from heat and let it cool completely.

Step 2: Preheat your oven and prepare the puff pastry.
Preheat the oven to 200°C (400°F). Line a baking sheet with parchment paper. On a lightly floured surface, unfold your puff pastry sheet. If needed, roll it out slightly to even the thickness. Cut into four equal squares.

Step 3: Fill the turnovers.
Spoon about one to two tablespoons of the cooled cherry filling onto the center of each square. Fold each square into a triangle, pressing the edges together firmly. Use a fork to seal and crimp the edges.

Step 4: Apply the egg wash.
In a small bowl, mix the beaten egg with a splash of milk. Brush the tops of each turnover with this egg wash for a glossy finish.

Step 5: Bake.
Place the turnovers on the prepared baking sheet. Bake in the preheated oven for 20–25 minutes, or until puffed and golden brown. Let them cool on a wire rack before glazing or serving.

Step 6: Add the glaze (optional).
In a bowl, mix powdered sugar with a little milk or lemon juice to create a thick glaze. Drizzle over the cooled turnovers for added sweetness and flair.