Plump the raisins in boiling water to cover while you prepare the apples. Combine the apples, nuts, sugar, lemon juice, and cinnamon in a bowl and toss well. Drain the plumped fruit, stir it in with the other ingredients, and let their flavors marry while you prepare the pastry. On a lightly floured board, one at a time, roll the pastry sheets out to approximately 12 inches square. Trim the outer edges (this is essential for the puff pastry) and cut each sheet into four 6-inch squares, making eight in all. Place a generous 1/3 cup of fruit filling just off center in each square. Moisten the edges of two adjacent sides, fold the opposite sides over, and press to seal. Crimp the edges closed with the tines of a fork. Repeat with the remaining turnovers and chill thoroughly. Preheat the oven to 425 degrees. Beat together the egg and water and brush lightly on top of the turnover without letting the egg wash drip down the cut sides. Place the turnovers on cookie sheets (for puff pastry, spread a little cold water on the sheets but do not grease; for flaky pie pastry, grease the sheets). Bake until they are puffed and golden, about 20 minutes. Serve them warm or at room temperature dusted, if you like, with confectioners' sugar.