Preheat oven to 350 degrees
Remove apple pie filling onto a cutting board, chop into smaller pieces and set aside
Line a baking sheet with a silicon mat or parchment paper and roll out one of the pie crusts
Spread a thin layer of caramel sauce over the top of the entire crust to the edge. Then top with an even layer of the chopped up apple pie filling.
Spread out the second crust on a cutting board
Cut the second crust into ¼ inch strips and create the lattice crust on top of the caramel and apple pie filling. If you need to save time, instead of weaving the strips in and out of each other for the lattice crust, you can also lay them vertical on bottom and then horizontal on top.
Using a cookie cutter, cut out the cookies and remove the excess dough from the baking sheet. I used a 2 ½ inch round glass since I did not have a cookie cutter and it worked perfectly.
Beat the egg with 1 teaspoon of water to make an egg wash and brush the tops of each cookie
In a small bowl, mix the sugar, cinnamon and nutmeg together and sprinkle over the top of each cookie
Bake at 350 degrees for about 22 minutes or until golden brown
Let cool completely before handling as the sugar and filling will be very hot