Preheat oven to 350 degrees F. Line a large baking sheet with parchment paper or use a non-stick sheet. Parchment is recommended HIGHLY.
Bring crusts to room temperature as per package instructions.
Chop the apple pie filling so the apples are in small chunks. You don't want the big slices. I used my food processor for this task.
Beat the egg with the water in a small bowl. Mix the sugar and cinnamon in another bowl.
Dust your work surface with a little bit of flour. Carefully unroll one of the pie crusts and place on the lightly floured surface.
Using a rolling pin, roll the dough very gently until it's just slightly thinner.
Spread the caramel sauce over the entire crust. Spread the processed pie filling on top of the caramel sauce.
Carefully roll out the second crust and place that on a lightly floured surface. Roll as for the first crust, just slightly thinner.
Using a pastry wheel or pizza cutter, cut this crust into (approximately) 1/2-inch strips. This is for the lattice top.
Form lattice over the top of the other filled crust.
Using a round cookie cutter that's about 2-3-inches in diameter, cut individual "cookies" and using a spatula to lift them, place on prepared baking sheet. There will be "bitsies" left over. Bake them up too...not as pretty but just as good.
You can eliminate the cookie cutting step and just make a giant cookie. That way you don't get the odd "bitsies."
Brush the tops of each cookie with the egg wash. Sprinkle each cookie with the cinnamon sugar.
Bake for 25-30 minutes or until lattice tops are golden brown.
Cool slightly and remove to a rack or plate to cool further. These may be eaten warm.
Makes 1 giant 10-inch cookie or about 6 smaller cookies (with odd-shaped bitsies)