Preheat oven to 375 degrees F. Line one large baking sheet with parchment paper.
In a large skillet, heat oil over medium heat. Add onion and sauté until translucent, stirring occasionally, about 5 minutes. Add coleslaw mix and sauté until mixture is wilted, stirring occasionally, about another 5 minutes. Stir in corned beef, salt and pepper and set aside. Let cool.
Lightly flour a surface and rolling pin. Roll out thawed sheet of puff pastry to even out and seal seams. Cut out 9 (2¾ inch) squares from each sheet. Scoop a rounded tablespoon of filling into the center of 9 puff pastry squares. Rub edges of each square with water. Place another square in your hands, stretch it slightly, and then place it on top of the filling to cover (like a ravioli). Use a fork to press the edges together and seal. Continue until all nine squares have been covered and sealed.
Place filled turnovers onto a parchment lined baking sheet. Brush tops with beaten egg. Bake about 20 minutes, or until golden brown.
Let cool slightly, then serve with a mixture of ½ cup mayonnaise mixed with 2 tablespoons Dijon to make a mustard sauce dip.
Notes
If you do not have leftover corned beef, you can always just pick up some corned beef in the deli and chop it up.