Preheat oven to 400°F (200°C). Line two large baking sheets with parchment paper.

In a large bowl, combine the drained peaches, cinnamon, cornstarch, and salt. Mix well to coat the peaches.

Roll out each puff pastry sheet into a 12-inch square. Cut each square into 4 smaller squares, yielding 8 puff pastry squares in total.

Place 3-4 peach portions into the center of each puff pastry square.

In a small dish, whisk together the egg and 1 tablespoon of water. Brush this egg wash over the edges of the pastry squares. Reserve the remaining egg wash for brushing the tops.

Fold each pastry square in half diagonally to form a triangle shape. Use a fork to press and seal the edges firmly.

Brush the tops of each folded pastry with the remaining egg wash.

Place four pastries onto each prepared baking sheet. Using a sharp knife, cut three slits on the top of each pastry, ensuring you cut all the way through the dough.

Bake for 20-22 minutes, or until the pastries are golden brown and puffed.

Let the turnovers cool slightly before adding the glaze.

For the glaze, whisk together the confectioners' sugar and 1 tablespoon of milk in a small bowl. Add more milk, one tablespoon at a time, until a pourable consistency is reached.

Drizzle the glaze over the cooled peach pastries.