Is there any difference between phyllo and puff pastry?
Yep—a few differences, in fact. Most importantly, puff pastry will rise and provide a good, yet soft structure for your apple turnovers. Phyllo dough is so thin and dries out quickly in the oven—it's not as great a vehicle for apple filling because it just breaks apart. (Phyllo is more commonly used for crispy treats, like baklava.)