Preheat oven to 375F.
Thaw puff pastry sheets and cut into 8 squares (4/sheet).
Place 1 heaping tablespoon cherry pie filling on each square.
Fold pastry over filling making triangles.
Make egg wash by whisking 1 egg and a little water.
Brush pastry triangles with egg wash.
Sprinkle with coarse sugar (optional).
Place pastries on lined baking sheet.
Bake at 375 degrees for 30 minutes or until golden brown.
While baking, prepare the glaze.
Combine the milk, vanilla, and powdered sugar.
Stir to combine.
When cherry turnovers are done, remove from the oven and place on a cooling rack.
When turnovers are cooled off, drizzle with vanilla glaze and enjoy!