Preheat the oven to 350°F (177°C).
Chop the apple pie filling into smaller pieces on a cutting board.
Roll out one pie crust onto a silicone sheet and lightly flatten it if needed.
Spread salted caramel sauce from edge to edge on the rolled-out crust.
Add the apple pie filling, spreading it evenly across the caramel layer.
Roll out the second pie crust, cut into ¼-inch strips using a pizza cutter, and create a lattice crust on top of the apple filling.
Use a 2¾-inch circle cutter to cut out the cookies. Remove excess dough but leave the cookies in place on the baking sheet.
In a small bowl, whisk together the egg and water. Brush this egg wash over the cookies.
Mix cinnamon, sugar, and nutmeg together and sprinkle it over the cookies.
Bake for 20-25 minutes, or until golden brown.
Let the cookies cool before serving. Optionally, drizzle more caramel sauce on top.