These are kind of a pain in the butt to make, but they are really good. Recommend you use a slightly tart apple to balance the slightly sweet squash filling.
Preheat oven to 375. Heat oil in a large skillet over medium-high heat. Add onion; sauté for 3 minutes. Add squash; sauté for 5 minutes. Add apple; cook 6 minutes or until squash and apple are tender. Stir in salt and pepper. Remove from heat, and cool to room temperature. Gently stir in cheese and thyme. Separate dough into 8 pieces. Roll each into a 5” circle on a lightly floured surface. Combine mustard and water in a small bowl. Lightly brush top sides of dough circles with mustard mix. Spoon about 2 tablespoons squash mix onto half of each circle, leaving a 1/4-inch border. Fold dough over filling; press edges together with a fork to seal. Brush milk over dough. Place turnovers 1 inch apart on a lightly greased baking sheet. Bake for 19 minutes or until golden brown. Serve warm.