Line two baking sheets with parchment paper. Set aside.

Peel and core the apples.

Mix together the sugar and cinnamon in a small mixing bowl.

Unwrap one sheet of puff pastry, keeping the others refrigerated until ready to use. Cut the pastry sheet into 4 equal squares. Gently roll each square with a rolling pin to roughly 1 1/4 times its original size, or just large enough to fully encase one apple. Remove remaining puff pastry from refrigerator and repeat.

To assemble the dumplings, place an apple in the center of a puff pastry square. Sprinkle 2 heaping spoonfuls of the cinnamon sugar over the apple, letting some collect in the hollowed core.

Gently gather the puff pastry around the apple by lifting the corners and tucking them into the core. Pinch together any places left open in the pastry so that none of the apple is exposed. Place the dumpling on the prepared baking sheet. Repeat with remaining apples and puff pastry.

Once dumplings are assembled, transfer the baking sheet to the freezer while oven preheats. A short freeze ensures the puff pastry stays in place on apples while baking.

Preheat the oven to 375°F.

Remove baking sheet from the freezer. Lightly brush each dumpling with the beaten egg.

Bake the dumplings on middle rack of oven until pastry is flaky and golden brown and apples are fork-tender, 35-40 minutes.

Check to see that dumplings are done. Remove from oven or add time as needed.

Allow dumplings to cool for 10 minutes before serving.