Preheat the oven to 400°F (200°C) and line two baking sheets with parchment.
In a shallow saucepan over medium heat, combine butter, apples, brown sugar, cinnamon, salt and lemon juice, and cook gently until most of the liquid reduces and the apples have softened.
In a small bowl mix the cornflour and water to make a 'slurry'. Add this to the cooked apples stirring as you go. Allow to cook for 2 minutes to thicken the filling before removing it from the heat.
Set the apple filling aside to cool down completely. Once cool you can keep it in the fridge for up to 5 days. It can also be frozen.
Once the filling is cool, roll out the puff pastry on a floured surface to roughly ⅛ inch thick. Cut into eight 4.5x6 inch (12x15cm) rectangles and transfer to your prepared baking sheets. You can re-roll this pastry and make even more pies.
For each pastry rectangle, scoop out 1-2 heaped teaspoons of apple filling and lay in the center of the pastry. Brush the edges with a touch of egg wash or milk, fold over, press and seal with the tines of a fork.
Cut three slits in the top of each pastry for venting, brush with the egg wash or milk, and sprinkle generously with cinnamon sugar.
Bake until pastry is puffed and golden, about 25-30 minutes. Enjoy warm with cream or ice cream! Store any leftovers in the refrigerator for up to two days. Rewarm in a 300°F (150°C) oven for 10 minutes to re-crisp before eating.
* A sharp, crisp, dessert apple will be best for this dessert. Adjust the sugar to taste.