Heat oven to 400°F (205°C).
Cook apples, brown sugar, vanilla extract, 1 teaspoon (2.5 grams) cinnamon, and sea salt in a sauté pan over medium heat stirring occasionally until the apples are tender, about 8 minutes. Whisk water and cornstarch together until combined. Add to apple mixture, and continue to cook for about 2–4 minutes, until thickened. Allow the filling to cool before assembling the hand pies.
Roll out two 9 inch (23 cm) refrigerated pie crusts onto a clean work surface. Use a 5 inch (13 cm) circle cutter to cut 3 circles from each pie crust. Collect the remaining pie crust scraps, and re-roll to ⅛ inch (3 mm) thick. Cut additional circles until you’ve used the remaining pie crust (you should have 11 circles). If you find the dough is sticking to the work surface or cracking when rolled out, you can add a small amount (1 teaspoon) of flour to the counter, pie crust, or rolling pin to assist you in this process. Don’t add too much flour, or you will ruin the dough texture. Keep finished pie crusts in the refrigerator so they stay cold.
Add 2 tablespoons (40 grams) of apple pie filling to the center of each pie crust. Fold the pie crust so that it encloses the filling. Seal the edges by crimping with the tongs of a fork. Cut slits on top of the pie crust using a sharp knife.
Arrange the pies 1 inch (2.5 cm) apart on a parchment lined baking sheet. Place in the freezer for 15 minutes prior to baking (this helps the hand pies stay flakey).
Beat egg with 1 tablespoon (14 grams) of water in a small bowl to create an egg wash. Remove the pies from the freezer. Thoroughly, brush the top of each pie crust with the egg wash mixture using a pastry brush.
Mix granulated sugar with the remaining ½ teaspoon (1 gram) of cinnamon. Sprinkle the sugar mixture on top of each pie.
Bake for 19–23 minutes until the pie crust has turned golden brown. Transfer pies to a cooling rack until they’ve cooled to the touch.