Defrost strawberries for 5 minutes in the microwave, then chop.
Add to saucepan with sugar and bring to a low boil over medium heat, stirring frequently to dissolve sugar.
Turn heat down to medium-low and simmer for 2 minutes.
Stir cornstarch with 1 tablespoon of water and the vanilla extract in a small bowl.
Stir into strawberries and simmer for 3 minutes, until mixture thickens. Stir vigorously to prevent scorching.
Scrape strawberry mixture into a bowl, and let cool completely. (Put into the refrigerator once the bowl is no longer hot.)
Roll out puff pastry dough on a lightly floured surface to an 10.5-inch square, then cut each side evenly into 3 pieces, so you have a total of 9 squares.
Crack egg into a small bowl and whisk with a pinch of salt and a splash of water to make the egg wash.
Line a large baking sheet with parchment paper.
Use a pastry brush to paint two connecting edges of a square with egg wash.
Add about a tablespoon and ½ of the strawberry mixture to each square and fold over one side to make a triangle.
Crimp the sides with a fork to seal.
Repeat with remaining puff pastry squares.
Lay turnovers on the baking sheet, leaving an inch or two of space between them.
Chill in the freezer for 30 minutes. Put egg wash in the refrigerator.
Preheat oven to 400 degrees.
Remove baking sheet from the freezer, and paint each turnover with egg wash.
Cut 3 slits in the top of each pastry, cutting all the way through the top layer of pastry.
Bake for 18-22 minutes, until pastries are golden brown.
While turnovers are baking, make a glaze by stirring together powdered sugar with milk.
Remove turnovers from oven.
Use a spoon to push back any filling that has come out the sides of the turnovers.
When turnovers have cooled slightly, drizzle with the glaze.
Notes
Filling and sealing these strawberry pastries takes practice! We find the easiest way to do this is to pick up the square after you have added the strawberry filling cupping the folded edge in your palm. Then work your way around the two remaining sides pinching them together and trying to keep the filling in. The more filling you can get in there, the better! The powdered sugar milk glaze is delicious and easy, but you can also just sprinkle these strawberry puff pastry turnovers with powdered sugar to serve. Make sure you wait until your filling has fully chilled before proceeding with the recipe. If you put hot filling on top of the puff pastry sheets, it will melt the butter in the pastry dough and make the turnovers impossible to form. Make-Ahead Instructions: Follow the steps through chilling the turnovers in the freezer. When they have fully hardened (after about an hour), take off the baking sheet and put into a freezer-safe ziplock bag. You can freeze these for up to 3 months. When you’re ready to bake, place on a parchment-lined baking sheet, paint with egg wash and proceed with the recipe. You may need to add a couple of minutes to the baking time.