Preheat oven to 400°F. Line baking sheet with parchment paper, set aside.
In small pot, add cranberries, water, orange juice and sugar. Stir and allow for mixture to come to a boil.
Continue to boil for 10 minutes or until all of the liquid has evaporated. Cool completely.
Roll out puff pastry. Cut into 6 equal squares. Transfer to baking sheet.
Evenly divide cranberry sauce slightly off-center in each square.
Fold the turnovers in half diagonally, to create triangular turnovers. Press the edges with a fork to seal.
Brush each with egg wash.
Bake turnovers for 25 minutes or until golden brown. You may see the filling oozing out.
Remove from oven and place on cooling rack. Allow to cool for 5 minutes.
For the drizzle, mix powdered sugar, orange zest and 1 tablespoon milk at a time to keep thick consistency.
Drizzle over turnovers. Serve and ENJOY!