Preheat oven to 400°F (200°C). Line two large baking sheets with parchment paper.
Add the frozen dark cherries, granulated sugar, brown sugar and lemon juice to a large saucepan over medium heat. Cook for 25–30 minutes, stirring frequently and breaking up the cherries with a potato masher or sturdy spatula as they soften. The filling is ready when the cherries have broken down and the excess liquid has reduced to a thick, spoonable consistency rather than pooling around the fruit.
1½ lbs (680 g) frozen dark cherries, ⅓ cup (67 g) granulated sugar, ⅓ cup (71 g) packed light brown sugar, 1 tbsp (15 ml) fresh lemon juice
Stir in the bourbon and remove from the heat. Transfer the cherry filling to a bowl and cool completely before assembling the turnovers. Refrigerate the filling to speed up cooling if needed.
1½ tbsps (22 ml) bourbon
Unfold one sheet of thawed puff pastry onto a sheet of parchment paper. Lightly roll the pastry into an even square, then cut into four equal squares. Repeat with the second sheet to make eight pastry squares total. Keep the pastry cold while working.
2 sheets frozen puff pastry
Place 1½–2 tablespoons (22–30 ml) of cooled cherry filling on one half of each pastry square, leaving a ½-inch (1.25 cm) border around the perimeter. Avoid getting filling on the border so the pastry can seal properly.
Brush the exposed pastry edges lightly with beaten egg. Fold each square diagonally over the filling to form a triangle, then press the edges together with a fork to seal.
1 large egg
Cut 2–3 small diagonal vents in the top of each turnover to release steam during baking. Brush the tops with the remaining egg wash and generously sprinkle with coarse sugar.
2-4 tbsps (25-50 g) sugar in the raw
Arrange the turnovers on the prepared baking sheets with space between them. Bake for 12–15 minutes, or until the puff pastry is well risen and golden brown. Transfer to a wire rack and cool before glazing.
Whisk the confectioners' sugar, milk, vanilla, bourbon and cinnamon together until smooth. If the glaze is too thick to drizzle, add additional milk 1 teaspoon (5 ml) at a time until it falls easily from a spoon.
1½ cups (180 g) confectioners' sugar, 2 tbsps (30 ml) whole milk, ½ tsp (2.5 ml) vanilla extract, 1 tsp (5 ml) bourbon, ½ tsp (1 g) ground cinnamon
Drizzle the cinnamon-bourbon glaze over the cooled cherry turnovers. Allow the glaze to set before serving.