Sift together the flour, baking powder, and salt. Set aside.
In a separate bowl, beat the butter, then add the sugar a little at a time. Add the vanilla. Beat the mixture until it is nice and fluffy. Beat in the egg. Stir in the flour mixture alternately with the milk.
Before you use this dough, be sure you chill it well at least 2 hours or even overnight.
To make turnovers: Preheat the oven to 350 degrees F (175 degrees C). Roll dough out to 1/4 inch thickness on a lightly floured surface. Cut into 3 inch squares. Spoon about 2 teaspoons of the pie filling into the center of each square and fold over to form a triangle. Pinch the seams to seal or press with the tines of a fork. Place at least 2 inches apart on a greased baking sheet. Brush with egg white.
Bake for 12 to 15 minutes in the preheated oven, until golden brown on the tops and bottom.