Prep the apples: Peel, core, and dice the apples into small, even pieces (about 1/4 to 1/2 inch).
Cook the filling: In a skillet over medium heat, melt the butter. Add apples, brown sugar, granulated sugar, cinnamon, nutmeg, and lemon juice.
Cook 4–6 minutes, stirring, until the apples soften slightly.
Thicken it: Sprinkle in cornstarch and stir. Cook another 1–2 minutes until the juices look glossy and slightly thick. Remove from heat.
Stir in vanilla if using. Let cool 10 minutes so it doesn’t melt the crust.
Cut the dough: Unroll the pie crusts on a lightly floured surface. Cut each into 4 equal wedges or squares.
You should have about 8 pieces total. If you prefer larger turnovers, cut into 6 pieces.
Add the filling: Spoon 1–2 tablespoons of the apple mixture onto each piece, leaving a clean border around the edges.
Seal the turnovers: Brush edges lightly with water. Fold each piece over into a triangle or rectangle, depending on your cut.
Press edges with a fork to seal tightly.
Vent and finish: Use a small knife to cut 2–3 short slits on top of each turnover. Brush with egg wash and sprinkle with coarse sugar if you like.
Preheat the air fryer: Set to 350°F (177°C) for 3 minutes. Lightly oil the basket if your model tends to stick.
Air fry in batches: Arrange turnovers in a single layer with space between them.
Air fry at 350°F for 9–12 minutes, until golden brown. Turn once at the 6–7 minute mark if your air fryer browns unevenly.
Cool and glaze (optional): Let rest 5 minutes. For glaze, whisk powdered sugar with milk until smooth and drizzle over warm turnovers.