Prepare the strawberry filling: Defrost the strawberries in the microwave for 5 minutes, then chop them. Add them to a saucepan with sugar and bring to a low boil over medium heat, stirring frequently to dissolve the sugar.

Simmer the filling: Turn the heat down to medium-low and simmer for 2 minutes. Stir cornstarch with 1 tbsp of water and the vanilla extract in a small bowl. Stir into the strawberries and simmer for 3 minutes until the mixture thickens. Stir vigorously to prevent scorching. Scrape the strawberry mixture into a bowl and let cool completely (refrigerate once the bowl is no longer hot).

Prepare the puff pastry: Roll out the puff pastry dough on a lightly floured surface to a 10.5-inch square, then cut into 9 even squares.

Make the egg wash: Crack the egg into a small bowl and whisk with a pinch of salt and a splash of water.

Assemble the turnovers: Line a large baking sheet with parchment paper. Use a pastry brush to paint two connecting edges of each square with egg wash. Add about 1½ tbsp of the strawberry mixture to each square, then fold over to make a triangle. Crimp the sides with a fork to seal. Repeat with the remaining squares.

Chill the turnovers: Lay the turnovers on the baking sheet, leaving space between them. Chill in the freezer for 30 minutes. Store the egg wash in the refrigerator.

Preheat the oven: Preheat the oven to 400°F (200°C).

Bake the turnovers: Remove the baking sheet from the freezer and paint each turnover with the egg wash. Cut 3 slits in the top of each turnover, cutting all the way through the top layer of pastry. Bake for 18-22 minutes until golden brown.

Make the glaze: While the turnovers are baking, make the glaze by stirring together powdered sugar and milk.

Drizzle with glaze: Once the turnovers have cooled slightly, drizzle the glaze over them.