Line a baking sheet with parchment paper.

Roll out one sheet of puff pastry and using a pizza cutter, cut it in to 6 rectangles. Place the rectangles on the prepared baking sheet.

In a small bowl whisk together the egg and milk. Brush this mixture around the edges of the puff pastry rectangles.

In a medium bowl combine the cherry pie filling and vanilla. Spoon several tablespoons of the mixture in the center of each rectangle.

Roll out the other sheet of puff pastry and cut into 6 rectangles. Place one rectangle on top of each filled rectangle on the baking sheet.

Using a fork, crimp the edges of each turnover.

Using a sharp knife, cut three slits in the top of each turnover.

Brush the tops of each turnover with remaining egg mixture and sprinkle with sanding sugar if desired.

Chill in the refrigerator for at least 30 minutes or up to 2 hours before baking.

Preheat the oven to 375 degrees. Remove the turnovers from the oven and bake for 30-35 minutes or until they are golden brown.

Remove from the oven and cool on a wire rack. Store in an air tight container for up to 3 days.