Toss sliced apples with lemon juice and set aside.
In a saucepan or a pot combine cornstarch, sugar, browned sugar, cinnamon, nutmeg and water. Stir well and bring to a boil over medium-high heat whisking constantly. Let it boil 2 minutes until thick, then stir in apple slices.
Reduce heat to low, cover the pot and let it simmer about 10 minutes. Apples should be soft but not mushy (cooking time depend on sort of apples). Remove apples from heat and leave them covered to soften and cooled.
When it’s cooled take out the apples from the sauce and chop into small pieces, set aside.
Assembly
Preheat the oven to 350 F, line cookie sheet with parchment paper, spray with non-stick spray and set aside.
Spread the caramel sauce onto one pie crust.
Spread chopped apple pie filling over caramel and gently tap the filling with your palms.
Cut second pie crust into 1/2 inch strips and create a lattice top over the filling.
Using round cookie cutter (about 2.5 inch) cut out the cookies and place them onto baking sheet.
Beat the egg with a fork and brush the top of cookies.
Combine cinnamon and sugar and sprinkle the cookies generously.