Preheat your oven to 425 degrees Fahrenheit.
Line a large baking sheet with parchment paper for easy cleanup.
On a lightly floured surface, roll out the pie crust dough to about 1/8-inch thickness.
Use a round cutter or bowl to cut the dough into 5 to 6-inch circles.
Place about 2 tablespoons of the apple pie filling into the center of each circle, ensuring you leave room around the edges.
Lightly brush the edges of the dough with water or a bit of egg wash to help seal.
Fold the dough circle in half over the filling to create a half-moon shape.
Use a fork to crimp the edges firmly shut to ensure the filling stays inside during the baking process.
Cut a few small slits on top of each pie to allow steam to escape.
In a small bowl, whisk the egg and milk together to create an egg wash.
Place the pies on the baking sheet and brush the tops lightly with the prepared egg wash.
Bake for 15 to 20 minutes or until the crusts are golden brown.
Remove from the oven and let them cool on a wire rack before serving.