I thought about this recipe when I have too much apple in my fridge and no one wants them anymore. When I turn the apple into apple pie, it was a big hit for everyone!
Peel and core the apples, then cut them about 0.5cm x 0.5 cm. Put them in the pan then put some water to cover it, one cinnamon and some brown sugar, about one tablespoon for every 2 apples. Cook them until they look soft enough.
Watch them while they cook all the time, so you can stir them and make sure you have enough water. Don't worry if you did not put enough water at the first time, just add hot water later to make it right. When they are ready, set them aside until they are cold (fridge is a good place to shorten the time).
Then prepare some puff pastry. Make sure the filling is cold when you are ready to put them in the pastry, otherwise your pastry will soften considerably and you risk making a hole. Put the apple filling inside and close them. Brush with beaten egg, then put them in the oven.
You can make them as a single serve (like the one sold by McDonald's and the easiest I think) or a big one for sharing.