Combine the butter, cream cheese, flour, and salt in a food processor. Pulse until a ball forms.

Dust the dough with flour, wrap it in plastic wrap, and chill for at least 1 hour (up to 24 hours).

Brown the butter in a large skillet over medium heat. Once golden and toasty, stir in the sugars, salt, cinnamon, and vanilla.

Add the apple chunks to the caramel mixture. Zest the lemon and cook over medium heat for about 8-10 minutes until the apples are softened. Set aside to cool.

Roll the dough out until it's 1/4 inch thick and cut into 8 apple shapes or rectangles (about 3-4 inches long).

Scoop 2 tablespoons of the apple mixture into the center of 4 dough pieces.

Mix the egg and milk to make the egg wash. Brush the egg wash along the edge of the dough where there's no apple filling.

Place the remaining dough pieces on top of the filled ones. Seal the edges by pressing with a fork.

Brush the tops with egg wash and sprinkle with cinnamon sugar.

Cut a small slit or poke a few holes in the top of each pie.

Bake at 375°F for 30 minutes until golden brown.