For the dumplings: Preheat the oven to 375 degrees F. Line a baking sheet with parchment paper.
Roll the pastry into a 12-inch square and cut into four 6-inch squares. Peel and core the apples, then place 1 on each square of pastry.
Add the brown sugar, raisins, pecans, cinnamon and lemon zest and juice to a bowl and mix. Pile some of the mixture into the hollowed-out core of each apple. Top each with a teaspoon of butter. Egg wash the edges of the pastry squares, then bring the corners of each pastry square up and fold over each apple, pressing to seal the dumplings.
Transfer the dumplings to the prepared baking sheet and brush with the remaining egg wash. Bake until the apples are tender and the pastry is golden brown, about 30 minutes.
For the glaze: Add the confectioners' sugar, butter, lemon juice and 1/4 cup water to a small pan over medium heat. Cook, stirring, until the butter is melted and the sugar is dissolved, about 5 minutes.
Brush the glaze over the baked dumplings and serve with vanilla ice cream.