In a large bowl, whisk together the flour, salt, and sugar. Add the chilled, cubed butter and mix with a pastry cutter or your fingers until the mixture resembles coarse crumbs. Gradually add ice water, one tablespoon at a time, mixing until the dough comes together. Divide the dough into two discs, wrap in plastic wrap, and refrigerate for at least 1 hour.
In a medium bowl, combine the diced apples, sugar, cinnamon, lemon juice, and cornstarch. Toss until the apples are well coated and set aside.
Preheat your oven to 400°F. Line a baking sheet with parchment paper.
On a lightly floured surface, roll out one disc of dough to about 1/8 inch thick. Cut into 4 squares (about 4x4 inches each). Repeat with the second disc of dough.
Place a generous tablespoon of the apple filling in the center of each square. Fold the dough over to form a triangle and press the edges to seal. Use a fork to crimp the edges for a decorative touch.
In a small bowl, mix the beaten egg with the milk. Brush the egg wash over the tops of the turnovers.
Bake in the preheated oven for 20-25 minutes, or until golden brown. Allow to cool slightly before serving.