Combine the orange zest and orange juice in a bowl. Peel, quarter, and core the apples and then cut them in 3/4-inch dice. Immediately toss the apples with the zest and juice to prevent them from turning brown. Add the cherries, sugar, flour, cinnamon, nutmeg, and salt.
Flour a board and lightly roll each sheet of puff pastry to a 12 by 12-inch square. Cut each sheet into 4 smaller squares and keep chilled until ready to use.
Brush the edges of each square with the egg wash and neatly place about 1/3 cup of the apple mixture on half of the square. Fold the pastry diagonally over the apple mixture and seal by pressing the edges with a fork. Transfer to a sheet pan lined with parchment paper. Brush the top with egg wash, sprinkle with sugar, make 2 small slits, and bake for 20 minutes, until browned and puffed. Serve warm or at room temperature.