Preheat the oven to 400 degrees F.
Cut each puff pastry sheet into 6 equal squares and transfer them to a parchment paper lined baking sheet. Turn the sheets diagonally so they resemble diamond shapes.
Cook the bacon in a skillet for 2-3 minutes on each side and transfer to a paper towel lined plate. Use the paper towel to blot the excess grease for the bacon.
In a bowl, beat the egg to make the egg wash.
Brush each puff pastry square with the egg wash around the edges.
Add cheddar cheese to each puff pastry, top with bacon and finish it off by adding a little bit more cheddar cheese on top of the bacon strips.
Close the puff pastry squares by folding up the middle corner and bringing it together with the corner from the opposite side. Squeeze the corners together with your fingers so the turnovers don’t fall apart when baking.
Brush each turnover with egg wash, then bake at 400 degrees F for 15-20 minutes or until they are golden in color and the cheese has melted.
Allow the bacon and cheese turnovers to cool for a bit and serve right away.