Wash the sweet potato, poke holes all around it with a fork, then place it on a foil-lined sheet pan.
Bake the potato at 400°F for one hour.
Scoop the sweet potato insides into a large bowl to cool. Meanwhile, take out your frozen puff pastry and let it thaw on the counter until it's soft and pliable.
Add your brown sugar, ground cinnamon, ground nutmeg, and vanilla extract to the sweet potatoes.
Mix together everything until it's silky smooth.If you want to remove the sweet potato strings from the filling, use a hand mixer or food processor. Cut both sheets of thawed puff pastry into halves; you'll have 4 rectangles. Then cut those rectangles in half until you have 8 squares total.
Scoop about 2 tablespoons of the sweet potato mixture onto the puff pastry.
Fold over the pastry from one corner to another, forming a triangle. Crimp the sides using a fork to seal everything tightly.
Take the egg and whisk it with a bit of water to create an egg wash. Brush the turnovers with the egg wash.
Bake at 400°F for 13 minutes. The pastries will be golden brown and perfectly flaky.