Preheat the oven to 400 degrees, line a baking sheet with parchment paper and lightly spray with non-stick cooking spray. Set aside.
Using a large frying pan or cast iron skillet, heat oil over medium heat.
Add ham and onions to the pan and cook until onions are tender.
In a large bowl, whisk eggs until combined and then add to the pan.
Sprinkle with seasonings, stir and cook over medium heat until the eggs are almost done.
Top with shredded cheese, stir.
On a lightly floured surface, using a rolling pin, roll puff pastry dough to seal the seams.
Next, cut each pastry into 4 equal squares for a total of 8 between both pastry sheets.
Add a couple tablespoons of egg mixture to the center of each pastry.
Take one corner and lift over the top of the egg mixture sealing it to the opposite corner.
Using the tines of a fork, crimp the edges together and place on the prepared baking sheet.
In a small bowl, whisk egg and water together and brush over the tops of the turnovers.
Place in the oven and bake for 20 minutes or until turnovers are golden brown.
Remove from the oven and enjoy with salsa, sour cream, sliced avocado and green onions.