Preheat the oven to 400°F (200°C) and line two baking sheets with parchment.
Make the filling: In a medium saucepan, combined butter, diced apples, cinnamon, brown sugar, salt and lemon juice. Cook over medium heat until apples are softened, about 10-12 minutes.
In a small bowl whisk cornstarch and water. Add the mixture to the saucepan and cook for 2-3 minutes, whisking occasionally.
Remove from heat and allow to cool.
Prepare the puff pastry: on a lightly floured surface or on silicone pastry pat, roll out the puff pastry to 1/8 inch (1/4 cm) thick.
Cut the puff pastry into rectangles, about 10X15cm (4X6-Inch).
Fill half of the rectangles with two tablespoons of the filling. Brush the edges with egg wash and cover with the empty rectangle. Press and seal the edges with your fingers or using a fork.
Using a sharp knife, cut three slits on top of each pie. Refrigerate for 30 minutes.
Make the coating: in a small bowl whisk sugar and cinnamon.
Brush the pies with egg wash and sprinkle some sugar-cinnamon mixture on top.