Heat olive oil in a skillet over medium heat.

Add finely chopped onions and minced garlic to the skillet.

Cook, stirring occasionally, until the onions and garlic are tender (5-7 minutes).

Transfer the cooked onions and garlic to a large bowl.

Add thawed and squeezed dry spinach, crumbled feta, lemon juice, and cayenne pepper to the bowl.

Season the spinach and feta mixture with salt and black pepper to taste.

Preheat oven to 375°F (190°C).

On a lightly floured surface, roll out each portion of puff pastry to a 12-inch square.

Cut each square into quarters to form eight 6-inch squares.

Divide the spinach and feta filling evenly among the center of each square.

In a small bowl, beat the egg and water together to make an egg wash.

Lightly brush two adjoining edges of each square with the egg wash.

Fold the edges over the filling to form a triangle, pressing firmly to seal.

Crimp the edges of each turnover with a floured fork to ensure a tight seal.

Transfer the turnovers to two parchment-lined rimmed baking sheets.

Brush the tops of the turnovers with the remaining egg wash.

Bake the turnovers until they are golden and puffed, approximately 35-40 minutes.

Serve the turnovers warm or at room temperature.

To freeze unbaked turnovers, place them on a parchment-lined baking sheet and freeze.

Once frozen, wrap the turnovers individually in plastic wrap and store them in a resealable plastic bag in the freezer for up to 2 months.

To bake frozen turnovers, unwrap them and bake as described in step 16, adding 5-10 minutes to the baking time.