Preheat oven to 400 degrees F
Combine orange zest and juice in a bowl, then peel your apples and cut them into small 3/4 inch diced pieces. Toss them immediately in the orange juice mixture.
Add the cherries, sugar, flour, cinnamon, nutmeg and salt and gently mix.
Flour a board lightly and roll out each sheet of puff pastry to around a 12" square. Cut each sheet into 4 smaller squares. At this point you may want to put the squares in the refrigerator for a few minutes to chill them a bit. Bring out four squares only (you don't want the rest to get soft while you're working) and brush each edge with the egg wash and place about 1/3 cup of the apple mixture on the square. Fold the pastry diagonally over and seal with a fork or your fingers. I used my fingers but a fork would look nicer and probably create a better seal.
Using a spatula, transfer the turnovers to a sheet pan lined with parchment. Place the sheet pan in the refrigerator while you work on the remaining four sheets.
When they're all ready, brush each with the egg wash and sprinkle with sugar, make some perforations with a fork or a couple of slits with a sharp knife and bake for 15-20 minutes, depending on your oven. (I ended up baking for about 18 minutes).
Serve warm (Yum!) or at room temperature.