- Whisk together the egg and milk in a small bowl. Set it aside.
**2. Prepare the Cinnamon Sugar:**
- In a small bowl, combine sugar and cinnamon. Set it aside.
**3. Make the Apple Pie Filling:**
- In a pan over medium heat, combine the butter, apples, light brown sugar, cinnamon, salt, vanilla extract, and lemon juice.
- Allow the mixture to simmer on low heat for 6 to 8 minutes until the apples are soft when poked with a fork.
- Mix the water and cornstarch in a small bowl to make a cornstarch slurry. Add it to the pan to thicken the filling, then remove from heat and transfer to a bowl.
**4. Prepare the Puff Pastry:**
- Preheat the oven to 400°F.
- Spread the puff pastry on a baking sheet and cut each sheet into four equal pieces.
- Brush the edges of each piece with a little egg wash.
- Add the apple filling along one side and fold over. Press down on the edges to seal it, then use a fork to press around the edges to seal them shut. Repeat with the remaining pieces.
- Brush the tops with egg wash and sprinkle with cinnamon sugar.
**5. Bake the Pies:**
- Transfer to the oven and bake for 20 to 25 minutes or until golden brown.