In a saucepan over medium heat, combine the cherries, granulated sugar, cornstarch, and lemon juice.

Cook, stirring occasionally, until the cherries release their juices and the mixture thickens, about 5-7 minutes. Remove from heat and let the filling cool completely.

Preheat your oven to 375° Fahrenheit. Line a baking sheet with parchment paper.

Roll out the puff pastry sheets on a lightly floured surface and cut each into 4 equal squares.

Spoon about 1-2 tablespoons of the cherry filling onto one-half of each pastry square.

Fold the pastry over to form a triangle, sealing the edges by pressing with a fork. Brush the tops with the beaten egg for a golden finish.

Place the turnovers on the baking sheet. Bake for 20-25 minutes or until golden brown and flaky. Let them cool slightly on a wire rack.

In a small bowl, whisk together the powdered sugar and milk until smooth. Drizzle over the turnovers before serving.