Heat butter in a large frying pan or skillet over medium - high heat.

Add apples. Cook, stirring occasionally, for about 5 minutes or until soft.

Add brown sugar and ground cinnamon. Cook, stirring occasionally, for about 3-4 minutes or until the apples are caramelized.

Remove from heat.

Set aside to cool to room temperature. 

Egg wash:Whisk together eggs and water in a medium bowl.

Set aside.

Preheat oven to 200 C / 350 F. Line a large baking tray with baking paper. 

Cut each pastry sheet into four equal squares.

Place about 1 and ½ tablespoons of apple mixture in the center of each square.

Leave about ½ inches at the edges.

Brush the edges with egg wash.

Fold over and press down the edges to make triangles.

Use a fork to gently press down and seal the edges.

Cut 2-3 slits on top of the pastry

Transfer pastries to the baking tray. 

Brush with egg wash

Place the tray on the center rack of the oven. Bake for about 20-25 minutes or until golden

Remove from oven. Leave to cool slightly.

Combine together sugar, milk, and vanilla extract in a small bowl. Add more milk to get the desired consistency. Set aside.

Drizzle glaze over the pastries.