Preheat oven to 400°F. Line a baking sheet with parchment paper.
On a lightly floured surface, roll out each puff pastry sheet into a 12-inch square. Cut each square into four 6-inch squares.
Place the squares on the prepared baking sheet. Divide the apple slices among the squares, layering them in the center of each one. Brush the edges of each pastry square with melted butter.
In a small bowl, mix together the sugar and cinnamon. Sprinkle the mixture over the apples.
Fold the edges of the pastry squares up and over the apples, pressing to seal. Bake for 20 minutes, or until golden brown.
Meanwhile, in a small saucepan, combine the jam and water. Cook over medium heat until the jam is melted and the mixture is smooth. Brush the glaze over the pastries.
Serve warm or at room temperature.
Interesting Facts
Puff pastry is a type of laminated dough, made with layers of butter and dough that puff up when baked.
The French word for puff pastry is pâte feuilletée, which means "leafed pastry."
Apple puff pastries are a popular dessert in many European countries.