To make the turnovers, preheat the oven to 180 degrees Celsius (350 Fahrenheit).
Cut the plums in half, remove the pit, then chop them into small cubes.
Add them to a bowl together with the cornflour, cinnamon and sugar and mix well to combine.
Cut the puff pastry into 12 squares.
Add 1-2 teaspoons of filling to the middle of each square, then fold them diagonally to form a triangle.
Press the edges of the pastry well with a fork to make sure they are sealed perfectly.
Use a sharp knife to make 2 cuts on top of the pastry, to allow steam to escape during baking.
Arrange the turnovers onto a baking tray, and bake for 25 minutes or until golden.
Remove them from the oven, and allow them to cool down completely.
To make the icing, sift the icing sugar, and add half a teaspoon of milk to begin with.
Mix well to get a smooth paste - use more milk if necessary.
Drizzle the icing over the plum turnovers.
Allow the icing to set before serving!