Thaw the pastry dough overnight in the fridge (best) or 20 minutes on the counter.
Preheat oven to 400 degrees. Line a baking sheet with parchment paper or foil.
Mix together the sugar and cinnamon in small bowl. Set aside.
Unfold the thawed puff pastry dough. Cut each piece of dough into four equal squares.
Divide the apple pie filling between the 8 turnovers. Place pie filling in the corner of each square. Top with caramel and pecans. Sprinkle 2/3 of cinnamon and sugar mixture over the pie filling, reserving 1/3 of mixture for topping.
Fold the pastry diagonally and crimp the edges with a fork. Brush the tops and edges of each turnover with egg wash, sprinkle with remaining cinnamon sugar mixture.
Bake for about 20 minutes or until the pastry is puffed and golden brown.