In a medium skillet, melt the butter over medium heat. Add the diced apples, brown sugar, granulated sugar, cinnamon, nutmeg, and salt. Stir to coat the apples well.

Cook the apples for 5–7 minutes, stirring occasionally, until they are tender but not mushy and the mixture looks glossy and juicy. Sprinkle in the flour and cook 1–2 more minutes to thicken. Stir in the lemon juice and vanilla, then remove from heat.

Transfer the apple filling to a bowl and let it cool for at least 10–15 minutes. The filling should be cooled so it doesn’t melt the fat in the pastry.

Preheat your air fryer to 350°F (175°C) for 3–5 minutes if your model recommends preheating. Lightly spray or brush the air fryer basket with oil, or line it with parchment cut to fit and pierced with a few holes.

On a lightly floured surface, unroll your pie crusts. Dust with a little flour and gently roll so they are an even thickness of about 1/8 inch, especially around the edges.

Use a 3 1/2–4 inch round cutter (or the rim of a glass) to cut circles, or cut rectangles with a sharp knife or pizza cutter. Gather and reroll scraps once if needed.

Place about 1–1 1/2 tablespoons of cooled apple filling in the center of each dough piece, leaving a clean border around the edges so you can seal the pastry.

Lightly brush the edges of each dough piece with water. For round pies, place another dough circle on top; for rectangles, fold the dough over the filling. Press edges together firmly and crimp all the way around with a fork to seal well.

Use a small sharp knife to cut 2–3 small slits on top of each hand pie to allow steam to escape during cooking.

In a small bowl, whisk together the egg and milk or cream. Brush the tops of the hand pies with the egg wash.

Sprinkle the tops of the pies with coarse or granulated sugar and, if desired, a light dusting of cinnamon.

Arrange 3–5 hand pies in a single layer in the air fryer basket, leaving space between them for air circulation. Air fry at 350°F (175°C) for 8–10 minutes, or until golden brown and crisp. Start checking at 7–8 minutes, as air fryer models vary.

Use tongs to transfer the pies to a cooling rack. Let cool for 5–10 minutes before serving, as the filling will be very hot. Serve warm, plain or with a scoop of vanilla ice cream.