Preheat oven to 475° F.
Thaw escalloped apples in microwave at MEDIUM - 50% power 6 to 7 minutes; set aside.
Combine sugar and ground cinnamon; set mixture aside. Roll each pastry sheet on a lightly floured surface into a 12-inch square. Cut each sheet into 4 squares.
Spoon apples evenly into center of each pastry square. Sprinkle evenly with cheese and pecans. Moisten edges with water. Bring corners of pastry to center, pressing to seal; twist ends. Brush with egg, and sprinkle with sugar mixture. Place on a baking sheet; place in oven.
Reduce oven temperature to 400° F, and bake 15 minutes or until golden brown. Serve with desired toppings.Servings: 8