If using puff pastry, remove the 2 packages from freezer.
If making crust: Place flour, sugar and salt in a large mixing bowl. Cut margarine into tablespoon-size pieces and add to flour, cutting with a fork to mix. Sprinkle in a few tablespoons of the cold water and continue to mix with a fork. Sprinkle in more water and gently knead the mixture just enough so that it becomes a smooth dough, no longer sticking to your hands. If the dough is kneaded too long, it will become tough. Cover the dough in the bowl with plastic wrap and place in the refrigerator while the filling is prepared.
Rinse the sweet potatoes under cold water to loosen any dirt. Place potatoes whole and unpeeled in a pot and cover with water. Bring water to a boil and cook until soft, approximately 20-30 minutes. The potatoes are done when you can easily insert a fork or knife into the thickest part of the potato. Remove from water and place on a plate or rack and allow to cool thoroughly.
While the potatoes are cooking, grate the lemon zest onto a plate. Grind the almonds in a food processor. Separate the yolk of one egg into a small bowl for later.
When potatoes are cool enough to handle, peel the skin. The skin should easily "rub" off. Cut the cooked potatoes into large chunks and place in a mixing bowl. Mash with a potato masher or fork. Add the lemon zest, ground almonds, cinnamon and anise extract. Mix together. Add sugar and mix thoroughly.
Pre-heat oven to 400º while assembling the "truchas." If using home-made crust, lightly flour cutting board so dough does not stick. Divide the dough in half. Place half of the dough on the cutting board and using a rolling pin, roll it out thin.
If using puff pastry, roll out one of the pastry sheets on waxed paper or floured cutting board.
Cut circles in the dough approximately 3-3 1/2 inches across, using a wide mouth jar or glass. Place a dollop of sweet potato filling on each circle, then fold the circles in half to form a half moon. Press edges together with a fork to seal. Place on cookie sheet or baking stone. Whisk the egg yolk and brush the top of each "truchas" with beaten egg yolk. Using the rest of the dough, roll and cut to make the rest of the turnovers. Bake for approximately 15 minutes or until the "truchas" turn golden brown. Remove and allow to cool for 10 minutes or so. Dust with powdered sugar and serve warm.