Add apples, cranberries, cornstarch, vanilla extract, lemon juice, cinnamon, and sugar in a large bowl.
Toss all ingredients very well.
Transfer the mixture to a pan and cook on medium to low heat until the apples become soft. It may take five minutes.
Turn off the flame and let it cool.
Roll the puff pastry and cut it into squares.
Fill in the apple and cranberry filling at the center.
With egg wash, brush the edges of the puff pastry and top the other square piece.
Sprinkle some sugar and place the pies in a baking tray.
Let it bake in the oven for 15 minutes at 350°F or until the pastry puffs turn golden brown.
Serve hot or let them cool at room temperature.