To make the crust, mix all of the above until a smooth ball forms. Divide into 6 pieces and roll each out into an 8-inch circle.
To make the filling, heat pineapple, sugar and milk until hot. Mix cornstarch with pineapple juice. Add to heated pineapple and mix well. Let cool. Spoon pineapple filling into the middle of each dough circle, making sure not to overfill.
Fold over to close edges. Press edges together using the tines of a fork and seal with a little water. Use fork to puncture top of dough about 3 times for ventilation.
Place on greased cookie sheet. Using a pastry brush, brush the beaten egg, mixed with the water, over each turnovers. Bake at 375 for about 15 minutes or until golden brown.